+10.6%
IOT vs GRMN
+40.7%
-30.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +1.7% |
| 7D | -0.5% | +6.1% | -6.6% | -2.8% |
| 30D | +1.0% | +1.3% | -0.3% | +0.4% |
| 3M | +10.9% | -5.6% | +16.5% | +13.3% |
| 6M | +39.9% | +22.2% | +17.7% | +27.2% |
| YTD | +20.8% | +44.3% | -23.5% | -8.0% |
| 1Y | +10.6% | +43.1% | -32.5% | -14.6% |
| All | +10.6% | +40.7% | -30.1% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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