+49.0%
XLC vs IOT
+66.1%
-17.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | -3.1% | +0.5% | -3.6% | -3.6% |
| 6M | -6.4% | +50.3% | -56.7% | -12.6% |
| YTD | -6.8% | +16.7% | -23.5% | -10.7% |
| 1Y | -1.7% | +6.8% | -8.5% | -4.7% |
| 3Y | +64.7% | +75.5% | -10.8% | +41.0% |
| All | +49.0% | +66.1% | -17.1% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling