+24.6%
IOT vs S
+15.8%
+8.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -4.7% | -11.8% | +7.1% | +1.7% |
| 3M | +17.8% | +33.9% | -16.2% | -0.2% |
| 6M | +16.8% | +40.1% | -23.3% | -4.5% |
| YTD | +8.4% | +32.1% | -23.6% | -8.7% |
| 1Y | -0.8% | +11.0% | -11.8% | -9.9% |
| All | +24.6% | +15.8% | +8.8% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling