+632.4%
GEV vs IOT
-2.8%
+635.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | -4.5% | +6.2% | +2.6% |
| 30D | -7.9% | -2.4% | -5.5% | -7.7% |
| 3M | +5.6% | +19.0% | -13.4% | +0.3% |
| 6M | +13.1% | +19.6% | -6.6% | +5.6% |
| YTD | +46.7% | +8.3% | +38.5% | +39.8% |
| 1Y | +51.3% | -0.8% | +52.1% | +48.5% |
| All | +632.4% | -2.8% | +635.3% | +604.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling