+24.4%
IOT vs TDY
+46.9%
-22.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | -4.5% | -1.1% | -3.4% | -4.0% |
| 30D | -2.4% | -12.0% | +9.6% | +4.0% |
| 3M | +19.0% | -3.2% | +22.2% | +19.7% |
| 6M | +19.6% | -7.9% | +27.5% | +23.0% |
| YTD | +8.3% | +18.2% | -10.0% | -9.5% |
| 1Y | -0.8% | +6.7% | -7.5% | -9.8% |
| 3Y | +24.4% | +47.5% | -23.1% | -19.0% |
| All | +24.4% | +46.9% | -22.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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