+14.5%
FIX vs IOT
+7.8%
+6.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.4% | +9.9% |
| 7D | -7.2% | +0.8% | -8.0% | -7.0% |
| 30D | -35.1% | +1.6% | -36.8% | -34.7% |
| 3M | -34.3% | +3.3% | -37.6% | -33.4% |
| 6M | -42.9% | +42.0% | -84.9% | -39.2% |
| YTD | +19.5% | +19.1% | +0.3% | +32.4% |
| All | +14.5% | +7.8% | +6.7% | +33.2% |
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