+55.6%
IOT vs TECH
-36.6%
+92.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -4.7% | 0.0% | -4.7% | -4.7% |
| 3M | +17.8% | +37.4% | -19.7% | -1.0% |
| 6M | +16.8% | +36.9% | -20.0% | -3.6% |
| YTD | +8.4% | +23.1% | -14.7% | -6.4% |
| 1Y | -0.8% | +42.2% | -43.0% | -21.9% |
| 3Y | +25.7% | +1.9% | +23.8% | +10.4% |
| All | +55.6% | -36.6% | +92.2% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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