+16.8%
IOT vs SPXU
-28.5%
+45.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.2% |
| 7D | -0.8% | +6.4% | -7.2% | +0.3% |
| 30D | -4.7% | +5.9% | -10.6% | -3.7% |
| 3M | +17.8% | -11.7% | +29.4% | +16.9% |
| 6M | +16.8% | -28.7% | +45.5% | +10.8% |
| All | +16.8% | -28.5% | +45.3% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling