+1,602.0%
FIX vs IOT
+61.2%
+1,540.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +6.1% | +2.8% | +3.3% | +5.6% |
| 30D | -2.7% | -1.8% | -0.9% | -2.6% |
| 3M | -10.9% | +17.9% | -28.8% | -14.3% |
| 6M | +29.0% | +13.5% | +15.5% | +23.5% |
| YTD | +76.9% | +13.3% | +63.6% | +67.7% |
| 1Y | +130.7% | -3.3% | +134.1% | +125.5% |
| 3Y | +790.7% | +31.3% | +759.3% | +708.6% |
| All | +1,602.0% | +61.2% | +1,540.7% | +1,355.4% |
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