-0.8%
IOT vs P
+17.1%
-17.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.1% |
| 7D | -0.8% | -4.1% | +3.3% | -0.2% |
| 30D | -4.7% | -14.0% | +9.3% | -3.0% |
| 3M | +17.8% | +41.4% | -23.7% | +10.0% |
| 6M | +16.8% | +54.2% | -37.3% | +4.9% |
| YTD | +8.4% | +40.4% | -32.0% | -0.8% |
| 1Y | -0.8% | +16.0% | -16.8% | -14.4% |
| All | -0.8% | +17.1% | -17.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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