+186.3%
B vs IOT
+61.4%
+124.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.4% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | +9.4% | +3.8% | +5.6% | +9.2% |
| 3M | +5.0% | +14.2% | -9.2% | +4.2% |
| 6M | -3.5% | +40.1% | -43.7% | -5.5% |
| YTD | +4.5% | +13.4% | -8.9% | +3.2% |
| 1Y | +67.8% | +12.2% | +55.6% | +65.5% |
| 3Y | +196.7% | +30.0% | +166.7% | +189.1% |
| All | +186.3% | +61.4% | +124.9% | +165.6% |
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