+180.7%
XLE vs IOT
+55.2%
+125.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.6% | +1.0% |
| 7D | +0.3% | +5.1% | -4.7% | 0.0% |
| 30D | +8.5% | -3.0% | +11.6% | +8.6% |
| 3M | +14.6% | +15.0% | -0.3% | +13.3% |
| 6M | +17.6% | +13.1% | +4.4% | +16.0% |
| YTD | +48.1% | +9.0% | +39.1% | +46.1% |
| 1Y | +53.8% | +0.1% | +53.7% | +52.3% |
| 3Y | +56.2% | +26.4% | +29.8% | +50.0% |
| All | +180.7% | +55.2% | +125.5% | +150.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling