+12.2%
IOT vs S
+10.1%
+2.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | -2.3% | -7.7% | +5.4% | +2.0% |
| 30D | +3.8% | -5.3% | +9.1% | +6.4% |
| 3M | +14.2% | +20.3% | -6.1% | +2.5% |
| 6M | +40.1% | +47.4% | -7.2% | +11.7% |
| YTD | +13.4% | +32.5% | -19.1% | -6.6% |
| 1Y | +12.2% | +9.5% | +2.6% | +2.7% |
| All | +12.2% | +10.1% | +2.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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