-56.9%
ACHR vs IOT
+8.2%
-65.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.4% | -1.0% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -12.7% | +1.0% | -13.7% | -13.0% |
| 3M | -22.4% | +10.9% | -33.3% | -24.2% |
| 6M | -28.6% | +39.9% | -68.5% | -33.4% |
| YTD | -45.2% | +20.8% | -66.0% | -48.6% |
| 1Y | -56.9% | +10.6% | -67.5% | -60.3% |
| All | -56.9% | +8.2% | -65.1% | -60.3% |
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