+122.3%
INTC vs IOT
+61.2%
+61.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.1% | +9.2% | +9.1% |
| 7D | +17.4% | +2.8% | +14.6% | +16.9% |
| 30D | +2.8% | -1.8% | +4.6% | +3.0% |
| 3M | -5.3% | +17.9% | -23.1% | -8.4% |
| 6M | +140.6% | +13.5% | +127.1% | +131.6% |
| YTD | +183.1% | +13.3% | +169.9% | +169.9% |
| 1Y | +326.8% | -3.3% | +330.1% | +318.7% |
| 3Y | +179.4% | +31.3% | +148.1% | +151.5% |
| All | +122.3% | +61.2% | +61.1% | +73.4% |
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