-6.5%
ASX vs IOT
+36.3%
-42.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.7% | +6.4% |
| 7D | -19.9% | -2.6% | -17.3% | -20.4% |
| 30D | -30.9% | +1.2% | -32.0% | -30.4% |
| 3M | -15.1% | +7.2% | -22.3% | -12.3% |
| 6M | -6.5% | +41.7% | -48.2% | +6.3% |
| All | -6.5% | +36.3% | -42.8% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling