+55.6%
IOT vs SPXS
-83.5%
+139.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | +0.5% |
| 7D | -0.8% | +6.4% | -7.2% | +2.9% |
| 30D | -4.7% | +6.0% | -10.6% | -1.1% |
| 3M | +17.8% | -11.6% | +29.4% | +10.3% |
| 6M | +16.8% | -28.7% | +45.5% | -2.6% |
| YTD | +8.4% | -26.3% | +34.7% | -7.0% |
| 1Y | -0.8% | -34.9% | +34.1% | -19.5% |
| 3Y | +25.7% | -79.5% | +105.2% | -39.9% |
| All | +55.6% | -83.5% | +139.1% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling