+55.6%
IOT vs S
-57.7%
+113.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -4.7% | -11.8% | +7.1% | +1.1% |
| 3M | +17.8% | +33.9% | -16.2% | +1.4% |
| 6M | +16.8% | +40.1% | -23.3% | -2.4% |
| YTD | +8.4% | +32.1% | -23.6% | -6.9% |
| 1Y | -0.8% | +11.0% | -11.8% | -8.6% |
| 3Y | +25.7% | +16.9% | +8.8% | +7.6% |
| All | +55.6% | -57.7% | +113.3% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling