-48.7%
ACN vs IOT
+54.4%
-103.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -7.9% | -0.8% | -7.1% | -7.8% |
| 30D | -1.1% | -4.7% | +3.6% | -0.4% |
| 3M | +5.6% | +17.8% | -12.2% | +2.4% |
| 6M | -9.9% | +16.8% | -26.8% | -12.7% |
| YTD | -32.3% | +8.4% | -40.8% | -34.1% |
| 1Y | -25.3% | -0.8% | -24.5% | -26.6% |
| 3Y | -42.3% | +25.7% | -68.0% | -47.2% |
| All | -48.7% | +54.4% | -103.0% | -58.5% |
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 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