+113.9%
SOXX vs IOT
+14.9%
+99.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +3.6% |
| 7D | +2.2% | -2.3% | +4.5% | +2.1% |
| 30D | -2.0% | +3.8% | -5.8% | -1.9% |
| 3M | -13.7% | +14.2% | -27.9% | -13.0% |
| 6M | +52.4% | +40.1% | +12.3% | +50.0% |
| YTD | +72.8% | +13.4% | +59.4% | +77.4% |
| 1Y | +113.9% | +12.2% | +101.7% | +123.8% |
| All | +113.9% | +14.9% | +99.0% | +123.8% |
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