+95.5%
GD vs IOT
+66.1%
+29.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.7% | +0.9% | +1.7% | +2.6% |
| 30D | +8.6% | +1.4% | +7.2% | +8.5% |
| 3M | -7.1% | +0.5% | -7.6% | -7.2% |
| 6M | +7.5% | +50.3% | -42.8% | +5.2% |
| YTD | +9.9% | +16.7% | -6.8% | +8.4% |
| 1Y | +7.6% | +6.8% | +0.7% | +6.4% |
| 3Y | +56.2% | +75.5% | -19.3% | +50.0% |
| All | +95.5% | +66.1% | +29.4% | +82.5% |
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