+24.4%
IOT vs EME
+252.2%
-227.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.2% |
| 7D | -4.5% | +3.5% | -8.0% | -5.3% |
| 30D | -2.4% | -6.3% | +3.9% | -1.1% |
| 3M | +19.0% | -3.8% | +22.7% | +19.0% |
| 6M | +19.6% | +8.5% | +11.1% | +11.9% |
| YTD | +8.3% | +27.8% | -19.5% | -7.5% |
| 1Y | -0.8% | +22.2% | -23.0% | -15.4% |
| 3Y | +24.4% | +253.5% | -229.1% | -48.2% |
| All | +24.4% | +252.2% | -227.8% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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