+120.4%
XLK vs IOT
+23.8%
+96.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.2% | -4.5% | +4.7% | +0.9% |
| 30D | -0.6% | -2.4% | +1.8% | -0.4% |
| 3M | +2.6% | +19.0% | -16.4% | -1.2% |
| 6M | +34.0% | +19.6% | +14.3% | +28.0% |
| YTD | +30.7% | +8.3% | +22.4% | +26.2% |
| 1Y | +39.2% | -0.8% | +40.0% | +36.3% |
| 3Y | +120.4% | +24.4% | +96.0% | +108.2% |
| All | +120.4% | +23.8% | +96.6% | +108.2% |
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