+55.6%
IOT vs SPYG
+75.6%
-20.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.6% |
| 7D | -0.8% | -1.8% | +1.0% | +1.8% |
| 30D | -4.7% | -1.9% | -2.7% | -2.0% |
| 3M | +17.8% | +5.2% | +12.6% | +8.1% |
| 6M | +16.8% | +15.6% | +1.3% | -7.8% |
| YTD | +8.4% | +12.4% | -4.0% | -10.9% |
| 1Y | -0.8% | +17.5% | -18.3% | -23.7% |
| 3Y | +25.7% | +98.1% | -72.3% | -59.2% |
| All | +55.6% | +75.6% | -20.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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