+203.2%
SOXX vs IOT
+54.1%
+149.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +1.4% | -4.5% | +5.9% | +2.3% |
| 30D | -3.6% | -2.4% | -1.1% | -3.3% |
| 3M | -10.2% | +19.0% | -29.1% | -14.7% |
| 6M | +54.2% | +19.6% | +34.6% | +44.2% |
| YTD | +75.2% | +8.3% | +66.9% | +65.5% |
| 1Y | +107.5% | -0.8% | +108.3% | +99.6% |
| 3Y | +226.8% | +24.4% | +202.4% | +182.1% |
| All | +203.2% | +54.1% | +149.0% | +120.1% |
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