-23.4%
ACHR vs IOT
+54.1%
-77.5%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -2.3% | -4.5% | +2.3% | -0.5% |
| 30D | -11.3% | -2.4% | -8.8% | -10.5% |
| 3M | +5.3% | +19.0% | -13.7% | -2.8% |
| 6M | -13.2% | +19.6% | -32.9% | -21.3% |
| YTD | -25.8% | +8.3% | -34.1% | -31.7% |
| 1Y | -34.3% | -0.8% | -33.5% | -37.4% |
| 3Y | -19.9% | +24.4% | -44.4% | -34.2% |
| All | -23.4% | +54.1% | -77.5% | -52.2% |
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