+55.4%
IOT vs SCHG
+80.0%
-24.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -1.4% |
| 7D | -4.5% | -1.0% | -3.5% | -3.0% |
| 30D | -2.4% | -1.3% | -1.2% | -0.4% |
| 3M | +19.0% | +5.4% | +13.5% | +10.1% |
| 6M | +19.6% | +14.4% | +5.2% | -2.5% |
| YTD | +8.3% | +8.0% | +0.2% | -3.5% |
| 1Y | -0.8% | +12.7% | -13.5% | -16.9% |
| 3Y | +24.4% | +85.6% | -61.2% | -53.1% |
| All | +55.4% | +80.0% | -24.6% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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