+129.2%
COP vs IOT
+55.2%
+74.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.3% |
| 7D | -0.5% | +5.1% | -5.5% | -0.7% |
| 30D | +11.7% | -3.0% | +14.7% | +11.8% |
| 3M | +17.7% | +15.0% | +2.7% | +16.5% |
| 6M | +18.3% | +13.1% | +5.2% | +17.0% |
| YTD | +49.1% | +9.0% | +40.0% | +47.2% |
| 1Y | +53.3% | +0.1% | +53.2% | +52.0% |
| 3Y | +22.2% | +26.4% | -4.3% | +18.2% |
| All | +129.2% | +55.2% | +74.0% | +113.7% |
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 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