+299.7%
ARM vs IOT
+29.9%
+269.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | -5.5% | -4.7% | -0.8% | -4.2% |
| 3M | -17.3% | +17.8% | -35.1% | -23.6% |
| 6M | +110.9% | +16.8% | +94.0% | +94.1% |
| YTD | +132.5% | +8.4% | +124.1% | +115.6% |
| 1Y | +64.9% | -0.8% | +65.7% | +57.8% |
| All | +299.7% | +29.9% | +269.8% | +215.9% |
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