+88.6%
TGT vs IOT
+8.2%
+80.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.1% | +1.5% | +5.4% |
| 7D | +9.5% | -0.5% | +10.0% | +9.5% |
| 30D | +6.6% | +1.0% | +5.6% | +6.5% |
| 3M | +11.0% | +10.9% | +0.1% | +10.4% |
| 6M | +29.9% | +39.9% | -10.0% | +28.4% |
| YTD | +71.4% | +20.8% | +50.7% | +70.4% |
| 1Y | +88.6% | +10.6% | +78.0% | +84.7% |
| All | +88.6% | +8.2% | +80.4% | +84.7% |
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