+113.5%
INTC vs IOT
+54.4%
+59.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -5.5% |
| 7D | +9.4% | -0.8% | +10.2% | +9.6% |
| 30D | +2.7% | -4.7% | +7.3% | +3.3% |
| 3M | -6.3% | +17.8% | -24.0% | -9.4% |
| 6M | +114.5% | +16.8% | +97.6% | +105.2% |
| YTD | +171.9% | +8.4% | +163.4% | +160.8% |
| 1Y | +305.0% | -0.8% | +305.8% | +295.0% |
| 3Y | +168.3% | +25.7% | +142.6% | +143.0% |
| All | +113.5% | +54.4% | +59.1% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling