+12.2%
IOT vs GEN
+5.4%
+6.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +5.6% |
| 7D | -2.3% | -1.2% | -1.1% | -1.4% |
| 30D | +3.8% | +10.1% | -6.3% | -4.9% |
| 3M | +14.2% | +16.1% | -1.9% | 0.0% |
| 6M | +40.1% | +38.9% | +1.3% | +8.1% |
| YTD | +13.4% | +14.4% | -1.0% | +4.3% |
| 1Y | +12.2% | +5.9% | +6.3% | +0.2% |
| All | +12.2% | +5.4% | +6.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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