+252.3%
APP vs IOT
+61.2%
+191.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | +0.1% | +2.8% | -2.7% | -1.5% |
| 30D | -10.0% | -1.8% | -8.2% | -9.9% |
| 3M | -44.6% | +17.9% | -62.5% | -49.7% |
| 6M | -37.9% | +13.5% | -51.4% | -43.5% |
| YTD | -53.7% | +13.3% | -67.0% | -58.3% |
| 1Y | -43.0% | -3.3% | -39.6% | -45.7% |
| 3Y | +640.8% | +31.3% | +609.4% | +468.7% |
| All | +252.3% | +61.2% | +191.1% | +87.7% |
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