+163.5%
ALL vs IOT
+66.1%
+97.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +5.0% | +0.9% | +4.1% | +5.0% |
| 30D | +13.3% | +1.4% | +12.0% | +13.2% |
| 3M | +3.2% | +0.5% | +2.6% | +3.1% |
| 6M | +25.3% | +50.3% | -24.9% | +23.9% |
| YTD | +30.5% | +16.7% | +13.8% | +29.6% |
| 1Y | +29.2% | +6.8% | +22.4% | +28.5% |
| 3Y | +119.1% | +75.5% | +43.6% | +113.6% |
| All | +163.5% | +66.1% | +97.4% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling