+122.9%
FIX vs IOT
+14.9%
+108.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +2.3% |
| 7D | +6.0% | -2.3% | +8.4% | +5.8% |
| 30D | -7.2% | +3.8% | -11.0% | -6.7% |
| 3M | -15.9% | +14.2% | -30.0% | -13.8% |
| 6M | +12.7% | +40.1% | -27.4% | +14.4% |
| YTD | +72.8% | +13.4% | +59.4% | +81.9% |
| 1Y | +122.9% | +12.2% | +110.7% | +141.3% |
| All | +122.9% | +14.9% | +108.0% | +141.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling