+140.3%
C vs IOT
+66.5%
+73.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.5% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -5.2% | -0.2% | -4.9% | -5.2% |
| 3M | -9.1% | +4.0% | -13.1% | -9.9% |
| 6M | -1.6% | +39.4% | -41.0% | -7.1% |
| YTD | +6.9% | +16.9% | -10.0% | +2.5% |
| 1Y | +23.0% | +4.1% | +18.9% | +19.6% |
| 3Y | +216.1% | +72.7% | +143.4% | +180.0% |
| All | +140.3% | +66.5% | +73.9% | +97.6% |
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 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