+1,041.8%
FIX vs IOT
+66.5%
+975.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.4% |
| 7D | -13.9% | +0.8% | -14.8% | -14.1% |
| 30D | -35.5% | -0.2% | -35.3% | -35.7% |
| 3M | -33.9% | +4.0% | -37.9% | -34.8% |
| 6M | -43.3% | +39.4% | -82.7% | -47.6% |
| YTD | +18.7% | +16.9% | +1.7% | +11.4% |
| 1Y | +13.8% | +4.1% | +9.7% | +9.3% |
| 3Y | +495.0% | +72.7% | +422.2% | +419.0% |
| All | +1,041.8% | +66.5% | +975.4% | +866.7% |
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