-0.8%
IOT vs TXG
+453.6%
-454.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.6% |
| 7D | -4.5% | +9.5% | -14.0% | -5.7% |
| 30D | -2.4% | +18.8% | -21.2% | -4.8% |
| 3M | +19.0% | +136.1% | -117.1% | +2.6% |
| 6M | +19.6% | +235.2% | -215.6% | -4.5% |
| YTD | +8.3% | +320.5% | -312.3% | -18.9% |
| 1Y | -0.8% | +425.2% | -426.0% | -30.7% |
| All | -0.8% | +453.6% | -454.4% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling