+4.5%
AA vs IOT
+55.2%
-50.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.8% | -1.2% |
| 7D | -0.6% | +5.1% | -5.7% | -1.6% |
| 30D | -1.6% | -3.0% | +1.5% | -1.2% |
| 3M | -29.8% | +15.0% | -44.8% | -32.6% |
| 6M | -16.6% | +13.1% | -29.8% | -20.4% |
| YTD | -4.0% | +9.0% | -13.1% | -8.8% |
| 1Y | +63.5% | +0.1% | +63.4% | +57.7% |
| 3Y | +86.8% | +26.4% | +60.3% | +63.5% |
| All | +4.5% | +55.2% | -50.7% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling