+71.7%
SPY vs IOT
+54.4%
+17.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -1.7% | -4.7% | +3.0% | -1.2% |
| 3M | +4.7% | +17.8% | -13.0% | +2.1% |
| 6M | +12.5% | +16.8% | -4.3% | +9.1% |
| YTD | +11.7% | +8.4% | +3.3% | +8.7% |
| 1Y | +17.5% | -0.8% | +18.3% | +15.3% |
| 3Y | +76.6% | +25.7% | +50.8% | +62.6% |
| All | +71.7% | +54.4% | +17.4% | +42.0% |
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 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