+71.4%
SPY vs IOT
+66.1%
+5.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +0.9% | +1.7% | +2.5% |
| 30D | -2.0% | +1.4% | -3.4% | -2.2% |
| 3M | -2.8% | +0.5% | -3.3% | -3.2% |
| 6M | +2.1% | +50.3% | -48.2% | -3.9% |
| YTD | +11.5% | +16.7% | -5.2% | +7.3% |
| 1Y | +13.5% | +6.8% | +6.6% | +10.3% |
| 3Y | +77.7% | +75.5% | +2.2% | +56.8% |
| All | +71.4% | +66.1% | +5.3% | +40.1% |
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