+88.0%
ARM vs IOT
-4.9%
+92.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.9% | +3.8% |
| 7D | +11.4% | +2.8% | +8.6% | +10.9% |
| 30D | -7.4% | -1.8% | -5.7% | -7.3% |
| 3M | -24.5% | +17.9% | -42.4% | -27.0% |
| 6M | +128.7% | +13.5% | +115.1% | +122.8% |
| YTD | +139.3% | +13.3% | +126.0% | +134.8% |
| 1Y | +88.0% | -3.3% | +91.3% | +94.3% |
| All | +88.0% | -4.9% | +92.9% | +94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling