-0.6%
AA vs IOT
+54.1%
-54.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.4% | -4.5% | +1.1% | -2.5% |
| 30D | -5.8% | -2.4% | -3.3% | -5.6% |
| 3M | -29.9% | +19.0% | -48.9% | -33.2% |
| 6M | -27.0% | +19.6% | -46.7% | -31.1% |
| YTD | -8.7% | +8.3% | -17.0% | -13.1% |
| 1Y | +50.6% | -0.8% | +51.4% | +45.6% |
| 3Y | +74.1% | +24.4% | +49.7% | +52.9% |
| All | -0.6% | +54.1% | -54.7% | -24.9% |
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