+5.0%
LUV vs IOT
+55.2%
-50.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.8% | +0.6% |
| 7D | +0.7% | +5.1% | -4.4% | -0.1% |
| 30D | -13.4% | -3.0% | -10.4% | -13.2% |
| 3M | -9.6% | +15.0% | -24.5% | -12.0% |
| 6M | -8.9% | +13.1% | -22.0% | -11.7% |
| YTD | -5.2% | +9.0% | -14.2% | -8.3% |
| 1Y | +27.0% | +0.1% | +26.9% | +24.2% |
| 3Y | +39.6% | +26.4% | +13.2% | +26.2% |
| All | +5.0% | +55.2% | -50.2% | -16.9% |
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 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