+107.4%
AG vs IOT
+55.2%
+52.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +2.6% |
| 7D | -0.1% | +5.1% | -5.2% | -0.8% |
| 30D | +12.5% | -3.0% | +15.5% | +12.7% |
| 3M | +28.2% | +15.0% | +13.2% | +24.7% |
| 6M | -18.8% | +13.1% | -32.0% | -21.4% |
| YTD | +27.4% | +9.0% | +18.4% | +23.1% |
| 1Y | +132.2% | +0.1% | +132.1% | +126.7% |
| 3Y | +286.9% | +26.4% | +260.4% | +249.8% |
| All | +107.4% | +55.2% | +52.2% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling