+64.7%
XLC vs IOT
+75.5%
-10.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +3.7% | +0.9% | +2.8% | +3.6% |
| 30D | -1.9% | +1.4% | -3.3% | -2.1% |
| 3M | -3.1% | +0.5% | -3.6% | -3.4% |
| 6M | -6.4% | +50.3% | -56.7% | -10.8% |
| YTD | -6.8% | +16.7% | -23.5% | -9.5% |
| 1Y | -1.7% | +6.8% | -8.5% | -3.6% |
| 3Y | +64.7% | +75.5% | -10.8% | +55.0% |
| All | +64.7% | +75.5% | -10.8% | +55.0% |
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