-45.2%
INTU vs IOT
+8.2%
-53.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.7% | +1.5% |
| 7D | +8.7% | -0.5% | +9.1% | +8.9% |
| 30D | +25.9% | +1.0% | +24.9% | +24.9% |
| 3M | +10.7% | +10.9% | -0.2% | +4.2% |
| 6M | -11.6% | +39.9% | -51.5% | -26.5% |
| YTD | -45.4% | +20.8% | -66.2% | -54.0% |
| 1Y | -45.2% | +10.6% | -55.8% | -53.4% |
| All | -45.2% | +8.2% | -53.4% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling