-16.4%
F vs IOT
+64.6%
-81.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +1.6% | -2.6% | +4.1% | +1.9% |
| 30D | +2.6% | +1.2% | +1.5% | +2.3% |
| 3M | -8.8% | +7.2% | -16.0% | -10.3% |
| 6M | +4.6% | +41.7% | -37.1% | -2.2% |
| YTD | -1.9% | +15.6% | -17.5% | -6.5% |
| 1Y | -0.8% | +7.6% | -8.3% | -4.5% |
| 3Y | +43.5% | +69.8% | -26.3% | +19.0% |
| All | -16.4% | +64.6% | -81.0% | -40.8% |
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 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