+18.6%
LNG vs IOT
-1.6%
+20.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -4.7% | -4.5% | -0.2% | -4.7% |
| 30D | +3.8% | -2.4% | +6.3% | +3.8% |
| 3M | +16.2% | +19.0% | -2.8% | +15.4% |
| 6M | +11.7% | +19.6% | -7.9% | +10.8% |
| YTD | +44.2% | +8.3% | +35.9% | +41.3% |
| 1Y | +18.6% | -0.8% | +19.4% | +16.7% |
| All | +18.6% | -1.6% | +20.2% | +16.7% |
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