+135.1%
COP vs IOT
+65.9%
+69.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.7% |
| 7D | +3.4% | +0.6% | +2.8% | +3.4% |
| 30D | -0.6% | +0.1% | -0.7% | -0.7% |
| 3M | +10.8% | +5.0% | +5.7% | +10.3% |
| 6M | +19.6% | +47.0% | -27.4% | +16.8% |
| YTD | +52.9% | +16.6% | +36.4% | +50.5% |
| 1Y | +62.2% | +4.8% | +57.4% | +60.5% |
| 3Y | +32.4% | +72.2% | -39.8% | +26.0% |
| All | +135.1% | +65.9% | +69.2% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling