+52.4%
GEV vs IOT
+8.2%
+44.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.1% | -13.4% | -8.9% |
| 7D | -5.1% | -0.5% | -4.7% | -5.1% |
| 30D | -15.8% | +1.0% | -16.8% | -15.6% |
| 3M | -18.2% | +10.9% | -29.1% | -17.1% |
| 6M | -22.4% | +39.9% | -62.3% | -19.9% |
| YTD | +27.7% | +20.8% | +7.0% | +39.7% |
| 1Y | +52.4% | +10.6% | +41.8% | +76.3% |
| All | +52.4% | +8.2% | +44.2% | +76.3% |
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