+134.5%
SPOT vs IOT
+61.2%
+73.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -2.9% | +2.8% | -5.6% | -3.8% |
| 30D | +8.3% | -1.8% | +10.1% | +8.3% |
| 3M | +5.1% | +17.9% | -12.8% | -1.3% |
| 6M | -6.5% | +13.5% | -20.0% | -12.3% |
| YTD | -9.0% | +13.3% | -22.2% | -15.5% |
| 1Y | -26.4% | -3.3% | -23.1% | -29.1% |
| 3Y | +240.0% | +31.3% | +208.7% | +171.9% |
| All | +134.5% | +61.2% | +73.3% | +40.0% |
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