+499.0%
ASX vs IOT
+66.5%
+432.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.6% |
| 7D | -9.1% | +0.8% | -10.0% | -9.1% |
| 30D | -23.6% | -0.2% | -23.3% | -23.6% |
| 3M | -5.6% | +4.0% | -9.6% | -6.8% |
| 6M | +4.7% | +39.4% | -34.7% | -4.0% |
| YTD | +122.6% | +16.9% | +105.7% | +108.2% |
| 1Y | +133.0% | +4.1% | +128.9% | +123.0% |
| 3Y | +367.1% | +72.7% | +294.4% | +280.7% |
| All | +499.0% | +66.5% | +432.6% | +329.9% |
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