+91.6%
AG vs IOT
+54.1%
+37.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.9% |
| 7D | -6.7% | -4.5% | -2.2% | -6.2% |
| 30D | +2.2% | -2.4% | +4.6% | +2.3% |
| 3M | +15.7% | +19.0% | -3.3% | +12.0% |
| 6M | -23.8% | +19.6% | -43.4% | -26.9% |
| YTD | +17.6% | +8.3% | +9.4% | +13.8% |
| 1Y | +88.6% | -0.8% | +89.4% | +84.4% |
| 3Y | +253.4% | +24.4% | +229.0% | +220.2% |
| All | +91.6% | +54.1% | +37.4% | +52.4% |
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