-3.6%
COST vs IOT
+14.9%
-18.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.8% | -1.1% |
| 7D | -3.1% | -2.3% | -0.8% | -3.1% |
| 30D | -2.8% | +3.8% | -6.6% | -2.8% |
| 3M | -5.7% | +14.2% | -19.8% | -5.9% |
| 6M | -8.8% | +40.1% | -48.9% | -8.8% |
| YTD | +6.7% | +13.4% | -6.7% | +6.5% |
| 1Y | -3.6% | +12.2% | -15.8% | -4.0% |
| All | -3.6% | +14.9% | -18.5% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling