+55.4%
IOT vs SPY
+75.9%
-20.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -1.6% |
| 7D | -4.5% | -0.8% | -3.8% | -3.3% |
| 30D | -2.4% | -1.1% | -1.4% | -0.5% |
| 3M | +19.0% | +3.9% | +15.1% | +10.9% |
| 6M | +19.6% | +13.6% | +6.0% | -5.8% |
| YTD | +8.3% | +12.7% | -4.4% | -13.5% |
| 1Y | -0.8% | +17.5% | -18.3% | -26.1% |
| 3Y | +24.4% | +76.9% | -52.5% | -57.3% |
| All | +55.4% | +75.9% | -20.5% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling