+10.6%
IOT vs SPXU
-30.4%
+40.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +2.9% |
| 7D | -0.5% | +2.2% | -2.6% | +0.1% |
| 30D | +1.0% | +3.8% | -2.8% | +2.1% |
| 3M | +10.9% | +3.3% | +7.6% | +12.3% |
| 6M | +39.9% | -16.7% | +56.6% | +34.1% |
| YTD | +20.8% | -28.6% | +49.4% | +13.4% |
| 1Y | +10.6% | -30.6% | +41.1% | +3.6% |
| All | +10.6% | -30.4% | +40.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling