+16.9%
EFA vs IOT
+8.2%
+8.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.6% | +2.5% |
| 7D | +2.0% | -0.5% | +2.4% | +2.0% |
| 30D | +1.6% | +1.0% | +0.6% | +1.6% |
| 3M | -1.5% | +10.9% | -12.4% | -1.5% |
| 6M | +6.6% | +39.9% | -33.3% | +6.3% |
| YTD | +11.8% | +20.8% | -8.9% | +12.4% |
| 1Y | +16.9% | +10.6% | +6.3% | +17.2% |
| All | +16.9% | +8.2% | +8.7% | +17.2% |
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 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