+10.6%
IOT vs COMP
+23.8%
-13.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +3.0% |
| 7D | -0.5% | +9.5% | -10.0% | -1.8% |
| 30D | +1.0% | +8.1% | -7.1% | -0.2% |
| 3M | +10.9% | -16.3% | +27.2% | +12.8% |
| 6M | +39.9% | +42.2% | -2.3% | +34.5% |
| YTD | +20.8% | -5.0% | +25.8% | +28.3% |
| 1Y | +10.6% | +20.1% | -9.5% | +11.3% |
| All | +10.6% | +23.8% | -13.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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