+25.4%
UAL vs IOT
+5.8%
+19.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.3% |
| 7D | +12.5% | +0.8% | +11.6% | +12.4% |
| 30D | +12.2% | -0.2% | +12.4% | +12.2% |
| 3M | -2.6% | +4.0% | -6.6% | -2.8% |
| 6M | +21.1% | +39.4% | -18.3% | +18.3% |
| YTD | +7.8% | +16.9% | -9.1% | +8.4% |
| 1Y | +25.4% | +4.1% | +21.3% | +28.8% |
| All | +25.4% | +5.8% | +19.6% | +28.8% |
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