+32.5%
XLB vs IOT
+24.7%
+7.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | -0.8% |
| 7D | -2.9% | +5.1% | -8.0% | -3.3% |
| 30D | -3.4% | -3.0% | -0.3% | -3.2% |
| 3M | +1.6% | +15.0% | -13.4% | +0.2% |
| 6M | +3.6% | +13.1% | -9.5% | +2.0% |
| YTD | +14.2% | +9.0% | +5.2% | +12.5% |
| 1Y | +15.6% | +0.1% | +15.5% | +14.5% |
| All | +32.5% | +24.7% | +7.8% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling