+1.0%
XLU vs IOT
+8.2%
-7.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.6% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | +9.1% | +1.0% | +8.1% | +9.2% |
| 3M | -0.4% | +10.9% | -11.3% | +0.3% |
| 6M | -4.7% | +39.9% | -44.6% | -2.6% |
| YTD | +4.3% | +20.8% | -16.5% | +6.0% |
| 1Y | +1.0% | +10.6% | -9.6% | +2.4% |
| All | +1.0% | +8.2% | -7.2% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling