+41.9%
QLD vs IOT
-4.9%
+46.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | +3.0% | +2.8% | +0.2% | +2.6% |
| 30D | -1.8% | -1.8% | 0.0% | -1.7% |
| 3M | -1.8% | +17.9% | -19.7% | -4.3% |
| 6M | +36.9% | +13.5% | +23.3% | +33.9% |
| YTD | +28.7% | +13.3% | +15.4% | +27.6% |
| 1Y | +41.9% | -3.3% | +45.2% | +46.7% |
| All | +41.9% | -4.9% | +46.8% | +46.7% |
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 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