+1,049.6%
FIX vs IOT
+66.1%
+983.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | +0.9% | +8.5% | +9.3% |
| 30D | -27.8% | +1.4% | -29.1% | -28.1% |
| 3M | -35.6% | +0.5% | -36.1% | -36.0% |
| 6M | -45.2% | +50.3% | -95.5% | -50.0% |
| YTD | +19.5% | +16.7% | +2.8% | +12.2% |
| 1Y | +24.2% | +6.8% | +17.4% | +18.7% |
| 3Y | +494.2% | +75.5% | +418.7% | +417.3% |
| All | +1,049.6% | +66.1% | +983.5% | +873.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling