+56.5%
IOT vs EXEL
+245.1%
-188.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.9% | -4.0% |
| 7D | +5.1% | -0.3% | +5.4% | +5.1% |
| 30D | -3.0% | +10.1% | -13.2% | -5.5% |
| 3M | +15.0% | +10.1% | +4.9% | +11.8% |
| 6M | +13.1% | +37.7% | -24.5% | +2.7% |
| YTD | +9.0% | +33.1% | -24.1% | -0.3% |
| 1Y | +0.1% | +52.4% | -52.2% | -12.5% |
| 3Y | +26.4% | +163.8% | -137.4% | -16.4% |
| All | +56.5% | +245.1% | -188.7% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling