+12.4%
EMR vs IOT
-1.6%
+14.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | -0.4% | -4.5% | +4.1% | -0.2% |
| 30D | -6.8% | -2.4% | -4.3% | -6.7% |
| 3M | +7.5% | +19.0% | -11.5% | +6.7% |
| 6M | +9.9% | +19.6% | -9.8% | +9.4% |
| YTD | +16.0% | +8.3% | +7.7% | +16.9% |
| 1Y | +12.4% | -0.8% | +13.2% | +14.6% |
| All | +12.4% | -1.6% | +14.1% | +14.6% |
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