-25.8%
TE vs IOT
+8.2%
-34.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.1% | -7.7% | -3.6% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | -26.2% | +1.0% | -27.2% | -26.3% |
| 3M | -49.7% | +10.9% | -60.6% | -49.9% |
| 6M | -46.5% | +39.9% | -86.4% | -48.6% |
| YTD | -59.1% | +20.8% | -79.9% | -56.5% |
| 1Y | -25.8% | +10.6% | -36.4% | -13.9% |
| All | -25.8% | +8.2% | -34.0% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling