+169.0%
XLE vs IOT
+66.5%
+102.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.5% |
| 7D | -6.7% | +0.8% | -7.5% | -6.8% |
| 30D | -4.4% | -0.2% | -4.2% | -4.5% |
| 3M | +4.0% | +4.0% | 0.0% | +3.6% |
| 6M | +13.2% | +39.4% | -26.2% | +10.4% |
| YTD | +41.9% | +16.9% | +25.0% | +39.3% |
| 1Y | +41.6% | +4.1% | +37.6% | +40.0% |
| 3Y | +64.0% | +72.7% | -8.7% | +54.4% |
| All | +169.0% | +66.5% | +102.5% | +138.7% |
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