+296.4%
ARM vs IOT
+35.9%
+260.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.7% | +0.2% | +2.7% |
| 7D | +5.5% | -2.3% | +7.8% | +6.2% |
| 30D | -8.2% | +3.8% | -12.0% | -9.6% |
| 3M | -35.9% | +14.2% | -50.1% | -39.9% |
| 6M | +103.1% | +40.1% | +63.0% | +72.2% |
| YTD | +130.6% | +13.4% | +117.2% | +110.7% |
| 1Y | +86.1% | +12.2% | +73.9% | +68.0% |
| All | +296.4% | +35.9% | +260.6% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling