+57.4%
AA vs IOT
-1.2%
+58.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.8% |
| 7D | -5.4% | -0.8% | -4.6% | -5.4% |
| 30D | -10.7% | -4.7% | -6.0% | -10.5% |
| 3M | -26.2% | +17.8% | -43.9% | -27.2% |
| 6M | -20.9% | +16.8% | -37.8% | -21.7% |
| YTD | -8.6% | +8.4% | -17.1% | -9.2% |
| 1Y | +57.4% | -0.8% | +58.2% | +60.4% |
| All | +57.4% | -1.2% | +58.6% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling