-46.8%
INTU vs IOT
+61.4%
-108.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.7% | -7.1% | -4.5% |
| 7D | -7.1% | -2.3% | -4.8% | -6.6% |
| 30D | +1.5% | +3.8% | -2.3% | +0.1% |
| 3M | +10.7% | +14.2% | -3.5% | +5.7% |
| 6M | -23.8% | +40.1% | -64.0% | -31.5% |
| YTD | -49.3% | +13.4% | -62.7% | -51.9% |
| 1Y | -49.7% | +12.2% | -61.8% | -52.6% |
| 3Y | -38.0% | +30.0% | -68.0% | -47.7% |
| All | -46.8% | +61.4% | -108.2% | -64.0% |
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