+182.2%
B vs IOT
+61.2%
+120.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +2.3% | +2.8% | -0.5% | +2.2% |
| 30D | +1.4% | -1.8% | +3.1% | +1.4% |
| 3M | +12.2% | +17.9% | -5.7% | +11.1% |
| 6M | -2.1% | +13.5% | -15.7% | -3.0% |
| YTD | +2.9% | +13.3% | -10.3% | +1.7% |
| 1Y | +55.3% | -3.3% | +58.6% | +54.4% |
| 3Y | +198.7% | +31.3% | +167.3% | +191.0% |
| All | +182.2% | +61.2% | +120.9% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling