+24.4%
IOT vs SPXU
-79.9%
+104.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | -1.4% |
| 7D | -4.5% | +2.5% | -7.0% | -3.3% |
| 30D | -2.4% | +4.2% | -6.6% | -0.1% |
| 3M | +19.0% | -9.3% | +28.2% | +14.2% |
| 6M | +19.6% | -30.7% | +50.3% | +0.7% |
| YTD | +8.3% | -28.1% | +36.4% | -6.2% |
| 1Y | -0.8% | -35.2% | +34.4% | -17.3% |
| 3Y | +24.4% | -79.9% | +104.3% | -43.9% |
| All | +24.4% | -79.9% | +104.3% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling