+217.1%
XOM vs IOT
+54.4%
+162.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.6% |
| 7D | +1.9% | -0.8% | +2.7% | +1.9% |
| 30D | +4.1% | -4.7% | +8.7% | +4.2% |
| 3M | +10.4% | +17.8% | -7.4% | +9.6% |
| 6M | +13.0% | +16.8% | -3.8% | +12.0% |
| YTD | +40.1% | +8.4% | +31.6% | +38.9% |
| 1Y | +51.1% | -0.8% | +51.9% | +50.3% |
| 3Y | +57.7% | +25.7% | +32.0% | +52.9% |
| All | +217.1% | +54.4% | +162.7% | +184.8% |
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