+14.7%
ADP vs IOT
+30.1%
-15.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -5.5% | +2.8% | -8.3% | -5.9% |
| 30D | -1.2% | -1.8% | +0.5% | -1.1% |
| 3M | +17.9% | +17.9% | 0.0% | +15.1% |
| 6M | +20.3% | +13.5% | +6.8% | +17.3% |
| YTD | +5.8% | +13.3% | -7.4% | +2.6% |
| 1Y | -7.7% | -3.3% | -4.4% | -9.6% |
| 3Y | +14.7% | +31.3% | -16.6% | +6.1% |
| All | +14.7% | +30.1% | -15.3% | +6.1% |
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