+55.4%
IOT vs EME
+543.1%
-487.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.7% |
| 7D | -4.5% | +3.5% | -8.0% | -5.7% |
| 30D | -2.4% | -6.3% | +3.9% | -0.4% |
| 3M | +19.0% | -3.8% | +22.7% | +18.2% |
| 6M | +19.6% | +8.5% | +11.1% | +9.8% |
| YTD | +8.3% | +27.8% | -19.5% | -10.5% |
| 1Y | -0.8% | +22.2% | -23.0% | -18.0% |
| 3Y | +24.4% | +253.5% | -229.1% | -53.5% |
| All | +55.4% | +543.1% | -487.7% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling