+12.2%
IOT vs COMP
+22.2%
-10.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -2.3% | +1.4% | -3.7% | -2.5% |
| 30D | +3.8% | -13.3% | +17.1% | +5.7% |
| 3M | +14.2% | +41.1% | -26.9% | +10.1% |
| 6M | +40.1% | +17.2% | +22.9% | +40.0% |
| YTD | +13.4% | +5.2% | +8.2% | +17.1% |
| 1Y | +12.2% | +18.9% | -6.8% | +12.4% |
| All | +12.2% | +22.2% | -10.0% | +12.4% |
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