+169.2%
C vs IOT
+61.4%
+107.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.8% |
| 7D | +3.6% | -2.3% | +6.0% | +3.9% |
| 30D | +0.1% | +3.8% | -3.7% | -0.6% |
| 3M | +2.4% | +14.2% | -11.8% | 0.0% |
| 6M | +24.9% | +40.1% | -15.2% | +17.3% |
| YTD | +19.8% | +13.4% | +6.4% | +15.6% |
| 1Y | +44.9% | +12.2% | +32.7% | +39.0% |
| 3Y | +263.0% | +30.0% | +233.0% | +232.9% |
| All | +169.2% | +61.4% | +107.8% | +122.8% |
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