+341.8%
APP vs IOT
+64.6%
+277.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +10.0% |
| 7D | +71.2% | -2.6% | +73.8% | +72.5% |
| 30D | +39.1% | +1.2% | +37.9% | +37.4% |
| 3M | +16.5% | +7.2% | +9.3% | +10.2% |
| 6M | -16.6% | +41.7% | -58.3% | -32.4% |
| YTD | -41.9% | +15.6% | -57.5% | -49.0% |
| 1Y | -37.0% | +7.6% | -44.6% | -43.1% |
| 3Y | +892.4% | +69.8% | +822.7% | +564.8% |
| All | +341.8% | +64.6% | +277.2% | +129.6% |
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