+68.5%
COST vs IOT
+23.8%
+44.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | -4.5% | +3.3% | -0.9% |
| 30D | -4.7% | -2.4% | -2.3% | -4.6% |
| 3M | -7.1% | +19.0% | -26.1% | -8.3% |
| 6M | -8.5% | +19.6% | -28.2% | -10.0% |
| YTD | +5.4% | +8.3% | -2.9% | +4.2% |
| 1Y | -5.6% | -0.8% | -4.8% | -6.3% |
| 3Y | +68.5% | +24.4% | +44.1% | +63.2% |
| All | +68.5% | +23.8% | +44.6% | +63.2% |
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