+1,152.3%
BE vs IOT
+54.1%
+1,098.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.8% | +6.7% |
| 7D | +9.0% | -4.5% | +13.6% | +10.5% |
| 30D | +16.3% | -2.4% | +18.7% | +16.8% |
| 3M | +10.8% | +19.0% | -8.2% | +1.6% |
| 6M | +73.2% | +19.6% | +53.6% | +54.0% |
| YTD | +217.4% | +8.3% | +209.1% | +181.0% |
| 1Y | +309.8% | -0.8% | +310.6% | +277.0% |
| 3Y | +1,726.2% | +24.4% | +1,701.8% | +1,275.4% |
| All | +1,152.3% | +54.1% | +1,098.1% | +561.5% |
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