-43.0%
ACN vs IOT
+24.7%
-67.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.0% |
| 7D | -6.3% | +5.1% | -11.4% | -7.3% |
| 30D | -1.4% | -3.0% | +1.7% | -0.9% |
| 3M | +2.6% | +15.0% | -12.4% | -0.6% |
| 6M | -14.3% | +13.1% | -27.4% | -17.1% |
| YTD | -33.1% | +9.0% | -42.2% | -35.5% |
| 1Y | -28.8% | +0.1% | -28.9% | -30.8% |
| All | -43.0% | +24.7% | -67.7% | -47.8% |
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