+55.6%
IOT vs EL
-70.8%
+126.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | -0.8% | -4.4% | +3.6% | +1.0% |
| 30D | -4.7% | +10.3% | -14.9% | -8.9% |
| 3M | +17.8% | +13.4% | +4.4% | +11.4% |
| 6M | +16.8% | +3.1% | +13.8% | +12.8% |
| YTD | +8.4% | -6.9% | +15.4% | +6.6% |
| 1Y | -0.8% | +11.9% | -12.7% | -11.3% |
| 3Y | +25.7% | -33.8% | +59.6% | +41.4% |
| All | +55.6% | -70.8% | +126.4% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling