+133.3%
SPOT vs IOT
+54.1%
+79.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -3.1% | -4.5% | +1.5% | -1.8% |
| 30D | +7.4% | -2.4% | +9.8% | +7.6% |
| 3M | +8.2% | +19.0% | -10.8% | +1.3% |
| 6M | +2.2% | +19.6% | -17.4% | -5.8% |
| YTD | -9.5% | +8.3% | -17.7% | -14.9% |
| 1Y | -23.8% | -0.8% | -23.0% | -27.2% |
| 3Y | +233.5% | +24.4% | +209.1% | +171.0% |
| All | +133.3% | +54.1% | +79.1% | +41.1% |
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 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