-19.1%
IOT vs GLXY
+3.8%
-22.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -4.5% | -7.3% | +2.8% | -4.2% |
| 30D | -2.4% | +15.7% | -18.2% | -2.9% |
| 3M | +19.0% | -26.7% | +45.6% | +22.0% |
| 6M | +19.6% | +13.7% | +5.9% | +16.5% |
| YTD | +8.3% | +9.1% | -0.9% | +4.8% |
| 1Y | -0.8% | -15.5% | +14.7% | +0.6% |
| All | -19.1% | +3.8% | -22.9% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling