+105.9%
APA vs IOT
+54.4%
+51.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +9.6% | -4.7% | +14.3% | +10.1% |
| 3M | +18.0% | +17.8% | +0.2% | +14.5% |
| 6M | +41.9% | +16.8% | +25.0% | +36.9% |
| YTD | +86.3% | +8.4% | +77.9% | +80.3% |
| 1Y | +97.9% | -0.8% | +98.7% | +93.5% |
| 3Y | +12.8% | +25.7% | -13.0% | +2.6% |
| All | +105.9% | +54.4% | +51.6% | +66.4% |
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