+10.6%
IOT vs GEN
+20.2%
-9.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.0% | +0.2% | +1.7% |
| 7D | -0.5% | +26.9% | -27.3% | -15.2% |
| 30D | +1.0% | +38.6% | -37.7% | -19.3% |
| 3M | +10.9% | +9.7% | +1.2% | +4.3% |
| 6M | +39.9% | +58.9% | -19.0% | -3.1% |
| YTD | +20.8% | +15.3% | +5.4% | +13.3% |
| 1Y | +10.6% | +21.8% | -11.2% | -1.5% |
| All | +10.6% | +20.2% | -9.6% | -1.5% |
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