+10.6%
IOT vs GTLB
+6.1%
+4.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -0.5% | -9.7% | +9.2% | +5.0% |
| 30D | +1.0% | +1.7% | -0.7% | -0.3% |
| 3M | +10.9% | +43.6% | -32.7% | -10.9% |
| 6M | +39.9% | +113.0% | -73.1% | -8.9% |
| YTD | +20.8% | +39.5% | -18.8% | -15.0% |
| 1Y | +10.6% | +12.6% | -2.1% | -21.8% |
| All | +10.6% | +6.1% | +4.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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