+123.6%
XLK vs IOT
+54.1%
+69.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -4.5% | +4.7% | +1.0% |
| 30D | -0.6% | -2.4% | +1.8% | -0.3% |
| 3M | +2.6% | +19.0% | -16.4% | -1.6% |
| 6M | +34.0% | +19.6% | +14.3% | +27.5% |
| YTD | +30.7% | +8.3% | +22.4% | +25.6% |
| 1Y | +39.2% | -0.8% | +40.0% | +35.5% |
| 3Y | +120.4% | +24.4% | +96.0% | +97.5% |
| All | +123.6% | +54.1% | +69.5% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling