-0.8%
IOT vs A
+18.0%
-18.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -0.9% |
| 7D | -4.5% | -2.6% | -1.9% | -3.9% |
| 30D | -2.4% | -0.9% | -1.6% | -2.2% |
| 3M | +19.0% | +13.6% | +5.3% | +14.3% |
| 6M | +19.6% | +27.8% | -8.2% | +10.5% |
| YTD | +8.3% | +8.6% | -0.4% | +7.2% |
| 1Y | -0.8% | +16.9% | -17.7% | -4.6% |
| All | -0.8% | +18.0% | -18.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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