+19.6%
IOT vs ETSY
+36.9%
-17.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | -4.5% | -4.9% | +0.4% | -2.8% |
| 30D | -2.4% | -8.6% | +6.2% | +0.3% |
| 3M | +19.0% | +4.8% | +14.2% | +15.3% |
| 6M | +19.6% | +38.1% | -18.5% | -3.2% |
| All | +19.6% | +36.9% | -17.3% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling