-0.8%
IOT vs EXPD
+59.0%
-59.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | -4.7% | +6.8% | -11.5% | -6.0% |
| 3M | +17.8% | +14.9% | +2.8% | +14.1% |
| 6M | +16.8% | +34.6% | -17.8% | +9.0% |
| YTD | +8.4% | +27.7% | -19.3% | +2.4% |
| 1Y | -0.8% | +57.7% | -58.5% | -8.2% |
| All | -0.8% | +59.0% | -59.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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