+232.7%
LITE vs IOT
+8.2%
+224.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.1% | -12.0% | -6.8% |
| 7D | -31.4% | -0.5% | -31.0% | -31.4% |
| 30D | -42.6% | +1.0% | -43.6% | -42.3% |
| 3M | -26.2% | +10.9% | -37.1% | -23.3% |
| 6M | -35.8% | +39.9% | -75.7% | -28.2% |
| YTD | +70.0% | +20.8% | +49.3% | +108.1% |
| 1Y | +232.7% | +10.6% | +222.2% | +328.9% |
| All | +232.7% | +8.2% | +224.6% | +328.9% |
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