+29.0%
XEL vs IOT
+55.2%
-26.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.9% |
| 7D | +0.9% | +5.1% | -4.2% | +0.9% |
| 30D | -0.9% | -3.0% | +2.2% | -0.9% |
| 3M | -1.4% | +15.0% | -16.4% | -1.3% |
| 6M | -5.8% | +13.1% | -19.0% | -5.6% |
| YTD | +4.7% | +9.0% | -4.3% | +4.9% |
| 1Y | +9.1% | +0.1% | +8.9% | +9.3% |
| 3Y | +47.8% | +26.4% | +21.4% | +47.7% |
| All | +29.0% | +55.2% | -26.3% | +26.8% |
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 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