+29.4%
XLV vs IOT
+54.1%
-24.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -4.5% | +1.0% | -3.3% |
| 30D | -1.8% | -2.4% | +0.6% | -1.8% |
| 3M | +7.8% | +19.0% | -11.2% | +6.6% |
| 6M | +9.1% | +19.6% | -10.5% | +7.6% |
| YTD | +7.7% | +8.3% | -0.5% | +6.6% |
| 1Y | +20.4% | -0.8% | +21.2% | +19.5% |
| 3Y | +30.8% | +24.4% | +6.4% | +25.9% |
| All | +29.4% | +54.1% | -24.7% | +18.9% |
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