+62.6%
IOT vs S
-58.5%
+121.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +1.0% |
| 7D | +2.8% | -5.8% | +8.6% | +6.0% |
| 30D | -1.8% | -9.2% | +7.4% | +2.6% |
| 3M | +17.9% | +23.4% | -5.5% | +5.7% |
| 6M | +13.5% | +36.9% | -23.4% | -4.1% |
| YTD | +13.3% | +29.5% | -16.3% | -1.8% |
| 1Y | -3.3% | +5.4% | -8.7% | -8.5% |
| 3Y | +31.3% | +14.7% | +16.6% | +13.5% |
| All | +62.6% | -58.5% | +121.1% | +151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling