+24.4%
IOT vs EL
-34.0%
+58.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -4.5% | -6.5% | +2.0% | -3.3% |
| 30D | -2.4% | +11.1% | -13.6% | -4.6% |
| 3M | +19.0% | +10.7% | +8.3% | +16.4% |
| 6M | +19.6% | +6.9% | +12.8% | +16.9% |
| YTD | +8.3% | -6.3% | +14.6% | +7.6% |
| 1Y | -0.8% | +13.5% | -14.3% | -6.0% |
| 3Y | +24.4% | -33.1% | +57.5% | +38.5% |
| All | +24.4% | -34.0% | +58.4% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling