+42.2%
LUV vs IOT
+23.8%
+18.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -1.0% | -4.5% | +3.6% | -0.3% |
| 30D | -12.4% | -2.4% | -9.9% | -12.2% |
| 3M | -11.0% | +19.0% | -30.0% | -13.6% |
| 6M | -5.0% | +19.6% | -24.6% | -8.4% |
| YTD | -3.8% | +8.3% | -12.0% | -6.2% |
| 1Y | +25.9% | -0.8% | +26.7% | +24.4% |
| 3Y | +42.2% | +24.4% | +17.8% | +23.1% |
| All | +42.2% | +23.8% | +18.4% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling