+169.4%
C vs IOT
+55.2%
+114.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.3% |
| 7D | +2.6% | +5.1% | -2.5% | +1.9% |
| 30D | +1.9% | -3.0% | +4.9% | +2.2% |
| 3M | +2.8% | +15.0% | -12.2% | +0.2% |
| 6M | +30.6% | +13.1% | +17.4% | +26.7% |
| YTD | +19.9% | +9.0% | +10.8% | +16.2% |
| 1Y | +44.6% | +0.1% | +44.4% | +41.4% |
| 3Y | +272.1% | +26.4% | +245.7% | +242.5% |
| All | +169.4% | +55.2% | +114.2% | +124.1% |
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 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