+55.4%
IOT vs QSR
+59.1%
-3.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -4.5% | -4.0% | -0.5% | -1.8% |
| 30D | -2.4% | +2.8% | -5.2% | -4.6% |
| 3M | +19.0% | +5.1% | +13.9% | +14.4% |
| 6M | +19.6% | +8.8% | +10.8% | +11.4% |
| YTD | +8.3% | +14.8% | -6.6% | -3.3% |
| 1Y | -0.8% | +25.7% | -26.5% | -17.3% |
| 3Y | +24.4% | +27.5% | -3.1% | -5.3% |
| All | +55.4% | +59.1% | -3.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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