+10.6%
IOT vs GNRC
+17.5%
-7.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.5% | +13.7% | +3.2% |
| 7D | -0.5% | -6.0% | +5.5% | -1.0% |
| 30D | +1.0% | -12.0% | +13.0% | -0.1% |
| 3M | +10.9% | -13.4% | +24.3% | +9.9% |
| 6M | +39.9% | -26.4% | +66.3% | +35.2% |
| YTD | +20.8% | +38.8% | -18.1% | +3.6% |
| 1Y | +10.6% | +20.9% | -10.3% | +2.4% |
| All | +10.6% | +17.5% | -7.0% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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