+27.5%
XLB vs IOT
+54.1%
-26.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.8% | -4.5% | +1.7% | -2.4% |
| 30D | -3.1% | -2.4% | -0.7% | -3.0% |
| 3M | -0.2% | +19.0% | -19.1% | -2.3% |
| 6M | +3.1% | +19.6% | -16.6% | +0.3% |
| YTD | +13.3% | +8.3% | +5.0% | +10.8% |
| 1Y | +12.0% | -0.8% | +12.8% | +10.4% |
| 3Y | +31.4% | +24.4% | +7.0% | +22.3% |
| All | +27.5% | +54.1% | -26.7% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling