+55.4%
IOT vs GFI
+418.9%
-363.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -4.5% | -4.9% | +0.3% | -4.2% |
| 30D | -2.4% | +10.7% | -13.2% | -3.0% |
| 3M | +19.0% | +25.6% | -6.7% | +17.3% |
| 6M | +19.6% | -8.3% | +27.9% | +19.8% |
| YTD | +8.3% | +6.3% | +2.0% | +7.0% |
| 1Y | -0.8% | +22.1% | -22.9% | -3.4% |
| 3Y | +24.4% | +289.2% | -264.8% | +7.1% |
| All | +55.4% | +418.9% | -363.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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