-18.5%
IOT vs GLXY
+7.0%
-25.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.0% | +3.3% | -3.5% |
| 7D | +5.1% | +4.5% | +0.5% | +4.9% |
| 30D | -3.0% | +28.8% | -31.9% | -3.9% |
| 3M | +15.0% | -23.0% | +38.0% | +17.5% |
| 6M | +13.1% | +17.0% | -3.9% | +10.1% |
| YTD | +9.0% | +12.5% | -3.5% | +5.4% |
| 1Y | +0.1% | -5.4% | +5.5% | +0.9% |
| All | -18.5% | +7.0% | -25.5% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling