+1.9%
META vs IOT
+7.8%
-5.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.1% | +4.9% |
| 7D | +5.7% | +0.8% | +4.9% | +5.6% |
| 30D | -10.8% | +1.6% | -12.4% | -10.9% |
| 3M | +8.4% | +3.3% | +5.1% | +7.9% |
| 6M | +5.4% | +42.0% | -36.6% | +1.9% |
| YTD | -2.6% | +19.1% | -21.7% | -3.2% |
| All | +1.9% | +7.8% | -5.9% | +2.9% |
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 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