+186.1%
SOXX vs IOT
+72.3%
+113.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +11.8% | -17.4% | -8.0% |
| 7D | -4.3% | +6.7% | -11.1% | -5.8% |
| 30D | -9.6% | +7.8% | -17.5% | -11.4% |
| 3M | -16.5% | +27.5% | -44.0% | -22.0% |
| 6M | +50.3% | +35.3% | +15.0% | +36.7% |
| YTD | +65.3% | +21.0% | +44.3% | +52.3% |
| 1Y | +95.5% | +12.2% | +83.3% | +82.9% |
| 3Y | +207.2% | +47.8% | +159.4% | +154.9% |
| All | +186.1% | +72.3% | +113.8% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling