+56.5%
IOT vs SPXU
-84.0%
+140.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -2.9% |
| 7D | +5.1% | +1.3% | +3.8% | +5.9% |
| 30D | -3.0% | +5.1% | -8.2% | +0.1% |
| 3M | +15.0% | -9.1% | +24.1% | +9.6% |
| 6M | +13.1% | -29.6% | +42.7% | -6.4% |
| YTD | +9.0% | -27.7% | +36.7% | -7.5% |
| 1Y | +0.1% | -37.0% | +37.1% | -20.3% |
| 3Y | +26.4% | -80.2% | +106.6% | -40.9% |
| All | +56.5% | -84.0% | +140.4% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling