+24.4%
IOT vs SPY
+77.0%
-52.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -1.4% |
| 7D | -4.5% | -0.8% | -3.8% | -3.4% |
| 30D | -2.4% | -1.1% | -1.4% | -0.8% |
| 3M | +19.0% | +3.9% | +15.1% | +12.2% |
| 6M | +19.6% | +13.6% | +6.0% | -2.6% |
| YTD | +8.3% | +12.7% | -4.4% | -10.6% |
| 1Y | -0.8% | +17.5% | -18.3% | -23.0% |
| 3Y | +24.4% | +76.9% | -52.5% | -60.1% |
| All | +24.4% | +77.0% | -52.6% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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