+107.4%
APA vs IOT
+55.2%
+52.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.7% | +3.4% |
| 7D | +0.3% | +5.1% | -4.7% | -0.4% |
| 30D | +9.3% | -3.0% | +12.3% | +9.5% |
| 3M | +23.3% | +15.0% | +8.4% | +20.0% |
| 6M | +39.5% | +13.1% | +26.3% | +35.2% |
| YTD | +87.6% | +9.0% | +78.6% | +81.4% |
| 1Y | +114.2% | +0.1% | +114.1% | +109.2% |
| 3Y | +13.6% | +26.4% | -12.9% | +3.2% |
| All | +107.4% | +55.2% | +52.1% | +67.5% |
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