+0.7%
IOT vs Q
+71.3%
-70.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +3.8% |
| 7D | -2.3% | +0.2% | -2.6% | -2.3% |
| 30D | +3.8% | -11.1% | +14.9% | +3.5% |
| 3M | +14.2% | -22.1% | +36.3% | +13.5% |
| 6M | +40.1% | +0.5% | +39.6% | +32.4% |
| YTD | +13.4% | +47.8% | -34.4% | -6.5% |
| All | +0.7% | +71.3% | -70.6% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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