+52.6%
XOM vs IOT
+8.2%
+44.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.8% | -4.4% |
| 7D | -7.0% | -0.5% | -6.5% | -7.0% |
| 30D | +3.2% | +1.0% | +2.2% | +3.3% |
| 3M | +10.7% | +10.9% | -0.3% | +11.3% |
| 6M | +11.6% | +39.9% | -28.3% | +12.7% |
| YTD | +43.5% | +20.8% | +22.7% | +42.6% |
| 1Y | +52.6% | +10.6% | +42.0% | +52.4% |
| All | +52.6% | +8.2% | +44.4% | +52.4% |
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