+149.8%
ALL vs IOT
+54.1%
+95.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -2.3% | -4.5% | +2.3% | -2.1% |
| 30D | -0.4% | -2.4% | +2.0% | -0.4% |
| 3M | +16.0% | +19.0% | -2.9% | +15.4% |
| 6M | +24.6% | +19.6% | +4.9% | +23.8% |
| YTD | +23.7% | +8.3% | +15.4% | +23.1% |
| 1Y | +27.7% | -0.8% | +28.5% | +27.3% |
| 3Y | +150.2% | +24.4% | +125.8% | +146.3% |
| All | +149.8% | +54.1% | +95.7% | +135.7% |
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 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