+10.6%
IOT vs ETR
+18.4%
-7.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +5.8% |
| 7D | -0.5% | +3.7% | -4.2% | +1.8% |
| 30D | +1.0% | +11.0% | -10.0% | +8.1% |
| 3M | +10.9% | +3.4% | +7.5% | +13.2% |
| 6M | +39.9% | -3.3% | +43.2% | +39.7% |
| YTD | +20.8% | +23.3% | -2.5% | +23.3% |
| 1Y | +10.6% | +19.2% | -8.6% | +15.2% |
| All | +10.6% | +18.4% | -7.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling