+24.4%
IOT vs GTLB
-10.9%
+35.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -4.5% | -5.7% | +1.2% | -1.8% |
| 30D | -2.4% | +15.1% | -17.6% | -10.2% |
| 3M | +19.0% | +65.5% | -46.5% | -9.1% |
| 6M | +19.6% | +102.9% | -83.3% | -17.4% |
| YTD | +8.3% | +25.2% | -16.9% | -7.2% |
| 1Y | -0.8% | -5.5% | +4.7% | -4.3% |
| 3Y | +24.4% | -10.9% | +35.3% | +3.4% |
| All | +24.4% | -10.9% | +35.3% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling