+24.4%
IOT vs GAP
+109.5%
-85.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -0.5% |
| 7D | -4.5% | -4.1% | -0.4% | -4.0% |
| 30D | -2.4% | +6.2% | -8.7% | -3.3% |
| 3M | +19.0% | -0.7% | +19.7% | +18.8% |
| 6M | +19.6% | -7.1% | +26.8% | +19.4% |
| YTD | +8.3% | -14.1% | +22.3% | +8.2% |
| 1Y | -0.8% | -8.5% | +7.7% | -2.4% |
| 3Y | +24.4% | +115.4% | -91.0% | -4.4% |
| All | +24.4% | +109.5% | -85.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling