-21.8%
ACHR vs IOT
+24.0%
-45.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -5.4% | -0.8% | -4.6% | -5.1% |
| 30D | -19.7% | -4.7% | -15.1% | -18.2% |
| 3M | +7.9% | +17.8% | -9.8% | -0.2% |
| 6M | -13.8% | +16.8% | -30.6% | -21.3% |
| YTD | -27.5% | +8.4% | -36.0% | -33.4% |
| 1Y | -33.9% | -0.8% | -33.1% | -36.8% |
| All | -21.8% | +24.0% | -45.8% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling