+55.4%
IOT vs SPXS
-83.9%
+139.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | -1.6% |
| 7D | -4.5% | +2.5% | -7.0% | -3.1% |
| 30D | -2.4% | +4.2% | -6.6% | +0.2% |
| 3M | +19.0% | -9.3% | +28.3% | +13.2% |
| 6M | +19.6% | -30.7% | +50.3% | -1.9% |
| YTD | +8.3% | -28.1% | +36.3% | -8.4% |
| 1Y | -0.8% | -35.1% | +34.3% | -19.5% |
| 3Y | +24.4% | -79.6% | +104.0% | -40.7% |
| All | +55.4% | -83.9% | +139.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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