+55.4%
IOT vs TDY
+38.9%
+16.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.0% |
| 7D | -4.5% | -1.1% | -3.4% | -3.7% |
| 30D | -2.4% | -12.0% | +9.6% | +6.7% |
| 3M | +19.0% | -3.2% | +22.2% | +20.1% |
| 6M | +19.6% | -7.9% | +27.5% | +23.8% |
| YTD | +8.3% | +18.2% | -10.0% | -11.7% |
| 1Y | -0.8% | +6.7% | -7.5% | -11.1% |
| 3Y | +24.4% | +47.5% | -23.1% | -18.3% |
| All | +55.4% | +38.9% | +16.5% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling