+103.3%
EMR vs IOT
+75.5%
+27.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.8% | +0.9% | +1.9% | +2.7% |
| 30D | +3.7% | +1.4% | +2.3% | +3.4% |
| 3M | +2.0% | +0.5% | +1.5% | +1.6% |
| 6M | +22.1% | +50.3% | -28.2% | +14.3% |
| YTD | +27.2% | +16.7% | +10.6% | +22.4% |
| 1Y | +32.0% | +6.8% | +25.2% | +28.8% |
| 3Y | +103.3% | +75.5% | +27.8% | +85.8% |
| All | +103.3% | +75.5% | +27.8% | +85.8% |
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