+178.1%
B vs IOT
+54.4%
+123.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -5.0% | -0.8% | -4.2% | -5.0% |
| 30D | +8.7% | -4.7% | +13.4% | +8.9% |
| 3M | +17.3% | +17.8% | -0.5% | +16.2% |
| 6M | -5.0% | +16.8% | -21.9% | -6.1% |
| YTD | +1.4% | +8.4% | -7.0% | +0.4% |
| 1Y | +50.5% | -0.8% | +51.3% | +49.4% |
| 3Y | +194.4% | +25.7% | +168.6% | +187.3% |
| All | +178.1% | +54.4% | +123.7% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling