+24.4%
IOT vs UUUU
+74.5%
-50.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.1% |
| 7D | -4.5% | -10.5% | +6.0% | -4.0% |
| 30D | -2.4% | -10.5% | +8.1% | -2.0% |
| 3M | +19.0% | -14.1% | +33.1% | +19.8% |
| 6M | +19.6% | -35.5% | +55.1% | +21.6% |
| YTD | +8.3% | -10.9% | +19.2% | +6.4% |
| 1Y | -0.8% | +3.4% | -4.2% | -5.5% |
| 3Y | +24.4% | +73.1% | -48.7% | +2.0% |
| All | +24.4% | +74.5% | -50.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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