+33.4%
AG vs IOT
+8.2%
+25.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.1% | +5.0% | +8.9% |
| 7D | -2.6% | -0.5% | -2.1% | -2.6% |
| 30D | -12.1% | +1.0% | -13.1% | -12.2% |
| 3M | -6.6% | +10.9% | -17.5% | -7.2% |
| 6M | -20.5% | +39.9% | -60.4% | -23.0% |
| YTD | -7.4% | +20.8% | -28.2% | -9.3% |
| 1Y | +33.4% | +10.6% | +22.8% | +33.3% |
| All | +33.4% | +8.2% | +25.2% | +33.3% |
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