+90.9%
GD vs IOT
+61.2%
+29.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.5% | +2.8% | -6.3% | -3.6% |
| 30D | -9.0% | -1.8% | -7.3% | -9.0% |
| 3M | +5.1% | +17.9% | -12.8% | +4.1% |
| 6M | -1.0% | +13.5% | -14.6% | -1.9% |
| YTD | +7.3% | +13.3% | -5.9% | +6.1% |
| 1Y | +12.4% | -3.3% | +15.8% | +11.8% |
| 3Y | +73.7% | +31.3% | +42.4% | +68.8% |
| All | +90.9% | +61.2% | +29.6% | +78.6% |
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