+80.2%
EMR vs IOT
+61.2%
+18.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +3.1% | +2.8% | +0.3% | +2.7% |
| 30D | -3.5% | -1.8% | -1.7% | -3.4% |
| 3M | +9.8% | +17.9% | -8.1% | +7.2% |
| 6M | +10.8% | +13.5% | -2.8% | +8.1% |
| YTD | +15.9% | +13.3% | +2.7% | +12.4% |
| 1Y | +16.4% | -3.3% | +19.8% | +14.9% |
| 3Y | +62.1% | +31.3% | +30.8% | +51.1% |
| All | +80.2% | +61.2% | +18.9% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling