+162.6%
ALL vs IOT
+65.9%
+96.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.8% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | +12.8% | +0.1% | +12.7% | +12.8% |
| 3M | +4.7% | +5.0% | -0.4% | +4.5% |
| 6M | +24.9% | +47.0% | -22.1% | +23.6% |
| YTD | +30.0% | +16.6% | +13.4% | +29.1% |
| 1Y | +29.9% | +4.8% | +25.2% | +29.3% |
| 3Y | +117.5% | +72.2% | +45.4% | +112.2% |
| All | +162.6% | +65.9% | +96.6% | +147.1% |
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