+14.4%
FIX vs IOT
+8.2%
+6.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.1% | -19.2% | -14.3% |
| 7D | -18.9% | -0.5% | -18.4% | -18.8% |
| 30D | -36.3% | +1.0% | -37.3% | -35.9% |
| 3M | -38.5% | +10.9% | -49.4% | -36.8% |
| 6M | -42.3% | +39.9% | -82.2% | -38.4% |
| YTD | +17.1% | +20.8% | -3.7% | +30.3% |
| 1Y | +14.4% | +10.6% | +3.8% | +30.8% |
| All | +14.4% | +8.2% | +6.2% | +30.8% |
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 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