+119.0%
INTC vs IOT
+54.1%
+64.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +7.5% | -4.5% | +12.0% | +8.2% |
| 30D | +2.0% | -2.4% | +4.4% | +2.2% |
| 3M | -12.0% | +19.0% | -31.0% | -15.0% |
| 6M | +114.5% | +19.6% | +94.9% | +104.5% |
| YTD | +179.0% | +8.3% | +170.7% | +167.7% |
| 1Y | +318.3% | -0.8% | +319.1% | +307.9% |
| 3Y | +171.2% | +24.4% | +146.8% | +146.0% |
| All | +119.0% | +54.1% | +64.9% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling