+434.0%
ASX vs IOT
+64.6%
+369.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.7% | +6.5% |
| 7D | -19.9% | -2.6% | -17.3% | -19.5% |
| 30D | -30.9% | +1.2% | -32.0% | -31.0% |
| 3M | -15.1% | +7.2% | -22.3% | -16.7% |
| 6M | -6.5% | +41.7% | -48.2% | -14.6% |
| YTD | +98.4% | +15.6% | +82.8% | +85.9% |
| 1Y | +107.9% | +7.6% | +100.3% | +97.3% |
| 3Y | +325.3% | +69.8% | +255.5% | +247.5% |
| All | +434.0% | +64.6% | +369.5% | +283.9% |
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 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