-55.3%
TE vs IOT
+61.2%
-116.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | +18.2% | +2.8% | +15.4% | +16.9% |
| 30D | -13.5% | -1.8% | -11.7% | -13.0% |
| 3M | -44.6% | +17.9% | -62.5% | -49.4% |
| 6M | -24.7% | +13.5% | -38.2% | -32.0% |
| YTD | -24.3% | +13.3% | -37.5% | -33.4% |
| 1Y | +155.6% | -3.3% | +158.9% | +140.5% |
| 3Y | -18.3% | +31.3% | -49.6% | -35.1% |
| All | -55.3% | +61.2% | -116.5% | -73.4% |
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 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