-48.3%
ACN vs IOT
+61.2%
-109.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -4.8% | +2.8% | -7.6% | -5.3% |
| 30D | +1.9% | -1.8% | +3.7% | +2.0% |
| 3M | +3.9% | +17.9% | -14.0% | +0.7% |
| 6M | -15.0% | +13.5% | -28.6% | -17.4% |
| YTD | -31.9% | +13.3% | -45.2% | -34.2% |
| 1Y | -28.5% | -3.3% | -25.2% | -29.6% |
| 3Y | -41.9% | +31.3% | -73.2% | -47.3% |
| All | -48.3% | +61.2% | -109.6% | -58.6% |
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