-24.0%
ROKU vs IOT
+54.1%
-78.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.4% | -4.5% | +4.1% | +1.6% |
| 30D | +2.1% | -2.4% | +4.5% | +2.5% |
| 3M | +29.5% | +19.0% | +10.5% | +17.2% |
| 6M | +53.8% | +19.6% | +34.2% | +35.4% |
| YTD | +42.8% | +8.3% | +34.5% | +29.2% |
| 1Y | +60.7% | -0.8% | +61.5% | +49.9% |
| 3Y | +83.9% | +24.4% | +59.5% | +39.1% |
| All | -24.0% | +54.1% | -78.2% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling