+55.4%
IOT vs TECK
+167.6%
-112.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -4.5% | -3.8% | -0.7% | -3.6% |
| 30D | -2.4% | +0.7% | -3.2% | -2.8% |
| 3M | +19.0% | +4.6% | +14.4% | +16.4% |
| 6M | +19.6% | +25.1% | -5.5% | +8.9% |
| YTD | +8.3% | +39.2% | -30.9% | -6.5% |
| 1Y | -0.8% | +60.3% | -61.1% | -19.1% |
| 3Y | +24.4% | +62.9% | -38.5% | -3.5% |
| All | +55.4% | +167.6% | -112.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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