+55.6%
IOT vs ES
-6.6%
+62.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.2% |
| 7D | -0.8% | -3.5% | +2.7% | -0.3% |
| 30D | -4.7% | -3.0% | -1.7% | -4.3% |
| 3M | +17.8% | -0.3% | +18.0% | +17.8% |
| 6M | +16.8% | -5.2% | +22.0% | +17.7% |
| YTD | +8.4% | +4.8% | +3.7% | +7.1% |
| 1Y | -0.8% | +12.7% | -13.5% | -4.1% |
| 3Y | +25.7% | +27.5% | -1.8% | +13.6% |
| All | +55.6% | -6.6% | +62.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling