+55.4%
IOT vs EL
-70.6%
+126.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -4.5% | -6.5% | +2.0% | -2.0% |
| 30D | -2.4% | +11.1% | -13.6% | -7.1% |
| 3M | +19.0% | +10.7% | +8.3% | +13.6% |
| 6M | +19.6% | +6.9% | +12.8% | +13.7% |
| YTD | +8.3% | -6.3% | +14.6% | +6.2% |
| 1Y | -0.8% | +13.5% | -14.3% | -11.8% |
| 3Y | +24.4% | -33.1% | +57.5% | +39.0% |
| All | +55.4% | -70.6% | +126.0% | +371.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling