+55.6%
IOT vs GTLB
-38.6%
+94.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.5% |
| 7D | -0.8% | -4.1% | +3.3% | +1.1% |
| 30D | -4.7% | +12.3% | -17.0% | -10.6% |
| 3M | +17.8% | +65.9% | -48.1% | -8.3% |
| 6M | +16.8% | +104.0% | -87.1% | -17.4% |
| YTD | +8.4% | +26.0% | -17.6% | -5.3% |
| 1Y | -0.8% | -3.5% | +2.7% | -3.8% |
| 3Y | +25.7% | -9.6% | +35.4% | +17.3% |
| All | +55.6% | -38.6% | +94.2% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling