+153.9%
B vs IOT
+66.5%
+87.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.8% | -4.3% | -6.0% |
| 7D | +7.1% | +0.8% | +6.3% | +7.1% |
| 30D | -3.3% | -0.2% | -3.1% | -3.3% |
| 3M | -2.5% | +4.0% | -6.5% | -2.8% |
| 6M | -7.2% | +39.4% | -46.6% | -8.9% |
| YTD | -7.4% | +16.9% | -24.3% | -8.7% |
| 1Y | +16.4% | +4.1% | +12.4% | +15.4% |
| 3Y | +178.7% | +72.7% | +106.0% | +169.8% |
| All | +153.9% | +66.5% | +87.5% | +135.1% |
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