+2.9%
AA vs IOT
+61.4%
-58.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.9% | -2.8% |
| 7D | -0.7% | -2.3% | +1.6% | -0.4% |
| 30D | +5.0% | +3.8% | +1.2% | +3.9% |
| 3M | -35.8% | +14.2% | -50.0% | -38.2% |
| 6M | -18.4% | +40.1% | -58.5% | -26.0% |
| YTD | -5.5% | +13.4% | -18.9% | -10.8% |
| 1Y | +61.0% | +12.2% | +48.8% | +50.9% |
| 3Y | +66.2% | +30.0% | +36.2% | +44.7% |
| All | +2.9% | +61.4% | -58.5% | -22.9% |
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 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