-24.5%
TE vs IOT
+24.0%
-48.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.5% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -16.3% | -4.7% | -11.6% | -14.9% |
| 3M | -40.8% | +17.8% | -58.5% | -46.0% |
| 6M | -42.6% | +16.8% | -59.4% | -48.8% |
| YTD | -31.4% | +8.4% | -39.9% | -38.6% |
| 1Y | +144.9% | -0.8% | +145.7% | +129.7% |
| All | -24.5% | +24.0% | -48.6% | -40.4% |
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