+11.3%
IVV vs IOT
+5.8%
+5.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.3% |
| 7D | -0.6% | +0.8% | -1.4% | -0.6% |
| 30D | -3.7% | -0.2% | -3.4% | -3.7% |
| 3M | -2.7% | +4.0% | -6.7% | -2.9% |
| 6M | +2.2% | +39.4% | -37.1% | +0.7% |
| YTD | +10.9% | +16.9% | -6.0% | +10.5% |
| 1Y | +11.3% | +4.1% | +7.2% | +12.2% |
| All | +11.3% | +5.8% | +5.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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