+5.9%
AON vs IOT
+54.1%
-48.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -6.3% | -4.5% | -1.8% | -6.0% |
| 30D | -14.1% | -2.4% | -11.7% | -14.0% |
| 3M | -9.5% | +19.0% | -28.5% | -10.8% |
| 6M | -4.0% | +19.6% | -23.7% | -5.7% |
| YTD | -13.8% | +8.3% | -22.1% | -15.0% |
| 1Y | -18.3% | -0.8% | -17.5% | -19.1% |
| 3Y | -7.2% | +24.4% | -31.6% | -11.3% |
| All | +5.9% | +54.1% | -48.3% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling