-29.6%
EW vs IOT
+54.1%
-83.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -6.2% | -4.5% | -1.6% | -5.6% |
| 30D | -9.3% | -2.4% | -6.9% | -9.2% |
| 3M | -1.6% | +19.0% | -20.6% | -4.2% |
| 6M | -0.8% | +19.6% | -20.5% | -3.9% |
| YTD | -1.0% | +8.3% | -9.3% | -3.5% |
| 1Y | +8.2% | -0.8% | +9.0% | +6.3% |
| 3Y | +12.7% | +24.4% | -11.7% | +2.9% |
| All | -29.6% | +54.1% | -83.8% | -42.9% |
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