+25.4%
XLP vs IOT
+61.2%
-35.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -1.4% | +2.8% | -4.2% | -1.5% |
| 30D | -1.3% | -1.8% | +0.5% | -1.3% |
| 3M | +1.8% | +17.9% | -16.0% | +1.4% |
| 6M | -0.8% | +13.5% | -14.4% | -1.3% |
| YTD | +9.5% | +13.3% | -3.7% | +9.0% |
| 1Y | +7.2% | -3.3% | +10.5% | +7.0% |
| 3Y | +27.1% | +31.3% | -4.2% | +24.2% |
| All | +25.4% | +61.2% | -35.8% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling