-52.4%
XYZ vs IOT
+61.4%
-113.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.5% | -2.4% |
| 7D | -1.0% | -2.3% | +1.4% | -0.2% |
| 30D | -1.7% | +3.8% | -5.5% | -3.8% |
| 3M | +16.7% | +14.2% | +2.6% | +8.1% |
| 6M | +26.9% | +40.1% | -13.3% | +3.5% |
| YTD | +27.1% | +13.4% | +13.7% | +13.9% |
| 1Y | +9.3% | +12.2% | -2.9% | -4.2% |
| 3Y | +42.3% | +30.0% | +12.3% | +4.3% |
| All | -52.4% | +61.4% | -113.8% | -75.7% |
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