-44.9%
INTU vs IOT
+69.6%
-114.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -3.9% | -1.3% | -2.6% | -3.6% |
| 30D | +12.0% | +1.5% | +10.5% | +11.3% |
| 3M | +2.3% | +4.8% | -2.4% | +0.4% |
| 6M | -12.1% | +45.3% | -57.4% | -21.8% |
| YTD | -47.5% | +19.2% | -66.7% | -51.1% |
| 1Y | -46.9% | +6.1% | -52.9% | -49.1% |
| 3Y | -33.5% | +76.0% | -109.5% | -48.5% |
| All | -44.9% | +69.6% | -114.6% | -63.4% |
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 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