+76.5%
SPY vs IOT
+24.7%
+51.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | -0.1% |
| 7D | -0.4% | +5.1% | -5.4% | -0.9% |
| 30D | -1.4% | -3.0% | +1.7% | -1.2% |
| 3M | +3.7% | +15.0% | -11.3% | +1.6% |
| 6M | +13.0% | +13.1% | -0.1% | +10.4% |
| YTD | +12.4% | +9.0% | +3.4% | +9.8% |
| 1Y | +18.5% | +0.1% | +18.4% | +16.8% |
| All | +76.5% | +24.7% | +51.7% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling