+304.8%
APH vs IOT
+61.2%
+243.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.2% | +2.8% | -2.6% | -0.2% |
| 30D | -3.3% | -1.8% | -1.6% | -3.3% |
| 3M | +14.0% | +17.9% | -3.8% | +10.6% |
| 6M | +24.4% | +13.5% | +10.9% | +20.5% |
| YTD | +21.4% | +13.3% | +8.2% | +16.7% |
| 1Y | +48.9% | -3.3% | +52.3% | +46.2% |
| 3Y | +290.1% | +31.3% | +258.8% | +254.7% |
| All | +304.8% | +61.2% | +243.5% | +229.8% |
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 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