+82.1%
META vs IOT
+61.4%
+20.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.2% |
| 7D | +6.7% | -2.3% | +9.0% | +7.1% |
| 30D | +4.8% | +3.8% | +1.0% | +3.6% |
| 3M | -1.6% | +14.2% | -15.8% | -5.3% |
| 6M | -7.5% | +40.1% | -47.6% | -16.7% |
| YTD | -6.4% | +13.4% | -19.8% | -11.9% |
| 1Y | -17.3% | +12.2% | -29.5% | -22.9% |
| 3Y | +109.9% | +30.0% | +80.0% | +78.8% |
| All | +82.1% | +61.4% | +20.7% | +31.7% |
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 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