-0.8%
IOT vs S
+8.9%
-9.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -4.5% | -0.7% | -3.9% | -4.2% |
| 30D | -2.4% | -11.4% | +9.0% | +3.5% |
| 3M | +19.0% | +33.8% | -14.8% | +2.2% |
| 6M | +19.6% | +39.5% | -19.8% | -1.1% |
| YTD | +8.3% | +31.7% | -23.4% | -10.1% |
| 1Y | -0.8% | +7.0% | -7.8% | -11.1% |
| All | -0.8% | +8.9% | -9.7% | -11.1% |
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