+53.4%
ROKU vs IOT
+8.2%
+45.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.7% |
| 7D | +4.8% | -0.5% | +5.3% | +4.8% |
| 30D | +6.1% | +1.0% | +5.1% | +5.7% |
| 3M | +10.5% | +10.9% | -0.4% | +7.3% |
| 6M | +29.2% | +39.9% | -10.7% | +16.8% |
| YTD | +50.0% | +20.8% | +29.3% | +35.8% |
| 1Y | +53.4% | +10.6% | +42.8% | +38.4% |
| All | +53.4% | +8.2% | +45.3% | +38.4% |
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