+77.9%
XLI vs IOT
+54.1%
+23.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.7% | -4.5% | +2.9% | -1.2% |
| 30D | -7.3% | -2.4% | -4.8% | -7.1% |
| 3M | -1.3% | +19.0% | -20.3% | -3.5% |
| 6M | +2.2% | +19.6% | -17.4% | -0.6% |
| YTD | +11.7% | +8.3% | +3.4% | +9.3% |
| 1Y | +14.3% | -0.8% | +15.1% | +12.6% |
| 3Y | +70.3% | +24.4% | +45.9% | +59.3% |
| All | +77.9% | +54.1% | +23.7% | +51.8% |
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