-19.9%
ACHR vs IOT
+61.2%
-81.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.9% | +2.8% | +2.1% | +3.6% |
| 30D | +4.3% | -1.8% | +6.1% | +4.9% |
| 3M | +1.7% | +17.9% | -16.1% | -5.7% |
| 6M | -6.9% | +13.5% | -20.4% | -13.9% |
| YTD | -22.5% | +13.3% | -35.7% | -29.9% |
| 1Y | -31.5% | -3.3% | -28.2% | -34.2% |
| 3Y | -14.4% | +31.3% | -45.7% | -31.1% |
| All | -19.9% | +61.2% | -81.2% | -51.0% |
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