+14.0%
XLB vs IOT
-1.2%
+15.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -3.5% | -0.8% | -2.7% | -3.5% |
| 30D | -4.7% | -4.7% | 0.0% | -4.6% |
| 3M | +2.7% | +17.8% | -15.0% | +2.7% |
| 6M | +2.6% | +16.8% | -14.2% | +3.0% |
| YTD | +12.8% | +8.4% | +4.4% | +13.7% |
| 1Y | +14.0% | -0.8% | +14.8% | +15.1% |
| All | +14.0% | -1.2% | +15.2% | +15.1% |
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