-42.7%
ILMN vs IOT
+61.4%
-104.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.5% |
| 7D | +1.2% | -2.3% | +3.6% | +1.7% |
| 30D | +9.2% | +3.8% | +5.4% | +7.8% |
| 3M | +29.8% | +14.2% | +15.7% | +24.0% |
| 6M | +69.2% | +40.1% | +29.1% | +50.7% |
| YTD | +66.4% | +13.4% | +53.0% | +55.5% |
| 1Y | +123.4% | +12.2% | +111.2% | +107.7% |
| 3Y | +33.2% | +30.0% | +3.2% | +10.0% |
| All | -42.7% | +61.4% | -104.2% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling