+31.2%
XLB vs IOT
+61.4%
-30.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | -0.7% |
| 7D | -1.4% | -2.3% | +0.9% | -1.2% |
| 30D | -0.4% | +3.8% | -4.2% | -0.9% |
| 3M | +2.0% | +14.2% | -12.2% | +0.2% |
| 6M | +1.8% | +40.1% | -38.3% | -2.8% |
| YTD | +16.6% | +13.4% | +3.2% | +13.6% |
| 1Y | +16.9% | +12.2% | +4.8% | +13.5% |
| 3Y | +32.6% | +30.0% | +2.6% | +22.8% |
| All | +31.2% | +61.4% | -30.2% | +9.9% |
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