+155.6%
ALL vs IOT
+61.4%
+94.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.1% | -1.4% |
| 7D | 0.0% | -2.3% | +2.4% | +0.1% |
| 30D | -1.5% | +3.8% | -5.3% | -1.6% |
| 3M | +23.6% | +14.2% | +9.5% | +23.1% |
| 6M | +22.3% | +40.1% | -17.8% | +21.1% |
| YTD | +26.5% | +13.4% | +13.1% | +25.8% |
| 1Y | +27.0% | +12.2% | +14.8% | +26.1% |
| 3Y | +149.6% | +30.0% | +119.6% | +145.4% |
| All | +155.6% | +61.4% | +94.1% | +140.9% |
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