-11.8%
EW vs IOT
+65.9%
-77.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | +4.9% | +0.6% | +4.4% | +4.9% |
| 30D | +24.1% | +0.1% | +24.0% | +23.9% |
| 3M | +13.7% | +5.0% | +8.7% | +12.6% |
| 6M | +32.7% | +47.0% | -14.3% | +25.5% |
| YTD | +24.1% | +16.6% | +7.5% | +19.7% |
| 1Y | +23.6% | +4.8% | +18.9% | +20.7% |
| 3Y | +64.8% | +72.2% | -7.4% | +43.8% |
| All | -11.8% | +65.9% | -77.7% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling