+6.6%
AON vs IOT
+55.2%
-48.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -3.3% |
| 7D | -7.9% | +5.1% | -13.0% | -8.2% |
| 30D | -14.6% | -3.0% | -11.6% | -14.5% |
| 3M | -7.9% | +15.0% | -22.9% | -9.0% |
| 6M | -8.0% | +13.1% | -21.2% | -9.3% |
| YTD | -13.2% | +9.0% | -22.3% | -14.4% |
| 1Y | -16.4% | +0.1% | -16.6% | -17.4% |
| 3Y | -6.7% | +26.4% | -33.1% | -10.9% |
| All | +6.6% | +55.2% | -48.7% | -4.8% |
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