-51.2%
LULU vs IOT
+14.9%
-66.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +3.7% | -21.1% | -17.7% |
| 7D | -16.7% | -2.3% | -14.4% | -16.6% |
| 30D | -18.5% | +3.8% | -22.3% | -18.9% |
| 3M | -19.5% | +14.2% | -33.6% | -21.0% |
| 6M | -41.9% | +40.1% | -82.0% | -43.4% |
| YTD | -51.6% | +13.4% | -65.0% | -54.3% |
| 1Y | -51.2% | +12.2% | -63.3% | -50.4% |
| All | -51.2% | +14.9% | -66.0% | -50.4% |
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 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