+56.5%
IOT vs ESI
+67.0%
-10.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.1% |
| 7D | +5.1% | +3.9% | +1.1% | +3.0% |
| 30D | -3.0% | -3.8% | +0.7% | -1.2% |
| 3M | +15.0% | -13.1% | +28.1% | +19.3% |
| 6M | +13.1% | +11.3% | +1.8% | -4.5% |
| YTD | +9.0% | +44.1% | -35.1% | -26.7% |
| 1Y | +0.1% | +40.3% | -40.2% | -31.3% |
| 3Y | +26.4% | +84.1% | -57.6% | -36.2% |
| All | +56.5% | +67.0% | -10.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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