+55.4%
IOT vs EXEL
+232.1%
-176.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | -4.5% | -4.9% | +0.4% | -3.4% |
| 30D | -2.4% | +11.4% | -13.8% | -5.2% |
| 3M | +19.0% | +4.9% | +14.1% | +17.0% |
| 6M | +19.6% | +34.4% | -14.8% | +9.1% |
| YTD | +8.3% | +28.0% | -19.8% | -0.1% |
| 1Y | -0.8% | +43.6% | -44.4% | -12.0% |
| 3Y | +24.4% | +155.2% | -130.8% | -17.3% |
| All | +55.4% | +232.1% | -176.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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