+52.3%
ADM vs IOT
+55.2%
-2.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.2% | +2.5% |
| 7D | +1.4% | +5.1% | -3.7% | +1.3% |
| 30D | +8.2% | -3.0% | +11.2% | +8.2% |
| 3M | +8.7% | +15.0% | -6.3% | +8.4% |
| 6M | +29.1% | +13.1% | +15.9% | +28.7% |
| YTD | +53.7% | +9.0% | +44.6% | +53.1% |
| 1Y | +43.2% | +0.1% | +43.1% | +42.9% |
| 3Y | +21.4% | +26.4% | -5.0% | +18.9% |
| All | +52.3% | +55.2% | -2.9% | +44.5% |
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