+131.7%
AG vs IOT
+14.9%
+116.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.7% | -5.7% | -2.2% |
| 7D | +1.0% | -2.3% | +3.3% | +1.2% |
| 30D | +19.2% | +3.8% | +15.4% | +18.7% |
| 3M | +6.2% | +14.2% | -8.0% | +4.4% |
| 6M | -26.7% | +40.1% | -66.8% | -30.7% |
| YTD | +26.1% | +13.4% | +12.7% | +22.5% |
| 1Y | +131.7% | +12.2% | +119.5% | +129.7% |
| All | +131.7% | +14.9% | +116.8% | +129.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling