-10.6%
EW vs IOT
+66.1%
-76.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +4.9% | +0.9% | +4.0% | +4.8% |
| 30D | +23.9% | +1.4% | +22.6% | +23.6% |
| 3M | +15.8% | +0.5% | +15.2% | +15.3% |
| 6M | +31.7% | +50.3% | -18.6% | +24.2% |
| YTD | +25.7% | +16.7% | +9.0% | +21.3% |
| 1Y | +24.4% | +6.8% | +17.6% | +21.2% |
| 3Y | +65.9% | +75.5% | -9.6% | +44.4% |
| All | -10.6% | +66.1% | -76.7% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling