+54.9%
XLE vs IOT
+30.1%
+24.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | 0.0% | +2.8% | -2.8% | -0.1% |
| 30D | +12.6% | -1.8% | +14.4% | +12.7% |
| 3M | +11.8% | +17.9% | -6.0% | +10.8% |
| 6M | +16.1% | +13.5% | +2.5% | +14.9% |
| YTD | +46.9% | +13.3% | +33.6% | +45.1% |
| 1Y | +53.3% | -3.3% | +56.6% | +52.7% |
| 3Y | +54.9% | +31.3% | +23.6% | +54.4% |
| All | +54.9% | +30.1% | +24.9% | +54.4% |
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 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