+12.2%
IOT vs SPXU
-40.4%
+52.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.5% | +4.1% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | +3.8% | +0.8% | +3.0% | +4.2% |
| 3M | +14.2% | -4.7% | +18.9% | +14.1% |
| 6M | +40.1% | -29.6% | +69.7% | +26.1% |
| YTD | +13.4% | -29.9% | +43.3% | +3.4% |
| 1Y | +12.2% | -39.1% | +51.2% | +10.5% |
| All | +12.2% | -40.4% | +52.5% | +10.5% |
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