+85.7%
QQQ vs IOT
+55.2%
+30.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | +0.3% |
| 7D | +1.0% | +5.1% | -4.1% | +0.1% |
| 30D | -0.6% | -3.0% | +2.4% | -0.3% |
| 3M | +1.3% | +15.0% | -13.7% | -1.9% |
| 6M | +18.1% | +13.1% | +5.0% | +13.8% |
| YTD | +16.9% | +9.0% | +7.9% | +12.3% |
| 1Y | +24.0% | +0.1% | +23.9% | +20.6% |
| 3Y | +95.6% | +26.4% | +69.2% | +73.8% |
| All | +85.7% | +55.2% | +30.5% | +42.3% |
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