+269.3%
C vs IOT
+30.1%
+239.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.2% | +2.8% | +0.4% | +2.7% |
| 30D | +1.3% | -1.8% | +3.1% | +1.4% |
| 3M | +3.1% | +17.9% | -14.8% | 0.0% |
| 6M | +29.6% | +13.5% | +16.1% | +25.6% |
| YTD | +19.0% | +13.3% | +5.7% | +14.6% |
| 1Y | +45.6% | -3.3% | +49.0% | +43.5% |
| 3Y | +269.3% | +31.3% | +237.9% | +231.7% |
| All | +269.3% | +30.1% | +239.2% | +231.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling