+67.3%
IOT vs ES
-2.6%
+69.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.3% |
| 7D | +0.6% | -1.1% | +1.6% | +0.7% |
| 30D | +0.1% | +8.2% | -8.1% | -1.0% |
| 3M | +5.0% | +0.6% | +4.4% | +4.9% |
| 6M | +47.0% | +6.0% | +41.1% | +45.6% |
| YTD | +16.6% | +9.3% | +7.2% | +14.3% |
| 1Y | +4.8% | +1.1% | +3.6% | +4.1% |
| 3Y | +72.2% | +51.9% | +20.2% | +50.1% |
| All | +67.3% | -2.6% | +69.8% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling