-49.0%
XYZ vs IOT
+69.6%
-118.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.6% | +2.3% |
| 7D | +14.9% | +0.8% | +14.1% | +14.8% |
| 30D | +14.7% | +1.6% | +13.0% | +13.8% |
| 3M | +12.1% | +3.3% | +8.8% | +9.2% |
| 6M | +18.3% | +42.0% | -23.7% | -2.3% |
| YTD | +36.1% | +19.1% | +16.9% | +18.4% |
| 1Y | +35.3% | +8.8% | +26.6% | +21.6% |
| 3Y | +73.5% | +79.2% | -5.8% | +7.4% |
| All | -49.0% | +69.6% | -118.6% | -74.7% |
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