+12.2%
IOT vs ETSY
+47.8%
-35.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.7% | +10.5% | +5.6% |
| 7D | -2.3% | -8.5% | +6.1% | -0.1% |
| 30D | +3.8% | -10.9% | +14.7% | +6.9% |
| 3M | +14.2% | +14.1% | +0.1% | +9.8% |
| 6M | +40.1% | +37.5% | +2.6% | +27.8% |
| YTD | +13.4% | +38.0% | -24.6% | +3.3% |
| 1Y | +12.2% | +46.5% | -34.4% | +2.6% |
| All | +12.2% | +47.8% | -35.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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