-54.3%
XYZ vs IOT
+55.2%
-109.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | +0.8% |
| 7D | -3.7% | +5.1% | -8.8% | -5.9% |
| 30D | +0.5% | -3.0% | +3.6% | +1.5% |
| 3M | +16.3% | +15.0% | +1.3% | +7.3% |
| 6M | +21.1% | +13.1% | +8.0% | +10.5% |
| YTD | +22.0% | +9.0% | +13.0% | +11.1% |
| 1Y | +5.2% | +0.1% | +5.0% | -1.6% |
| 3Y | +49.6% | +26.4% | +23.2% | +10.8% |
| All | -54.3% | +55.2% | -109.5% | -76.3% |
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