-46.9%
ACN vs IOT
+54.1%
-101.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | -1.5% | -4.5% | +3.0% | -0.7% |
| 30D | +2.1% | -2.4% | +4.5% | +2.4% |
| 3M | +11.1% | +19.0% | -7.9% | +7.6% |
| 6M | -6.8% | +19.6% | -26.5% | -10.0% |
| YTD | -30.0% | +8.3% | -38.3% | -31.8% |
| 1Y | -23.1% | -0.8% | -22.3% | -24.5% |
| 3Y | -40.4% | +24.4% | -64.8% | -45.4% |
| All | -46.9% | +54.1% | -101.1% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling