+440.8%
LLY vs IOT
+65.9%
+374.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | +4.6% | +0.6% | +4.0% | +4.6% |
| 30D | +22.4% | +0.1% | +22.2% | +22.3% |
| 3M | +17.1% | +5.0% | +12.1% | +16.7% |
| 6M | +44.6% | +47.0% | -2.4% | +41.5% |
| YTD | +33.5% | +16.6% | +16.9% | +31.6% |
| 1Y | +41.1% | +4.8% | +36.4% | +39.7% |
| 3Y | +143.8% | +72.2% | +71.6% | +135.1% |
| All | +440.8% | +65.9% | +374.9% | +422.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling