+21.5%
ADM vs IOT
+24.7%
-3.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.2% | +2.4% |
| 7D | +1.4% | +5.1% | -3.7% | +1.4% |
| 30D | +8.2% | -3.0% | +11.2% | +8.2% |
| 3M | +8.7% | +15.0% | -6.3% | +8.8% |
| 6M | +29.1% | +13.1% | +15.9% | +29.4% |
| YTD | +53.7% | +9.0% | +44.6% | +53.7% |
| 1Y | +43.2% | +0.1% | +43.1% | +43.2% |
| All | +21.5% | +24.7% | -3.2% | +17.5% |
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 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