+52.4%
GM vs IOT
+54.1%
-1.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.4% | -4.5% | +2.1% | -1.7% |
| 30D | -1.1% | -2.4% | +1.3% | -0.8% |
| 3M | +6.1% | +19.0% | -12.9% | +2.7% |
| 6M | +15.0% | +19.6% | -4.7% | +10.2% |
| YTD | +6.0% | +8.3% | -2.3% | +2.4% |
| 1Y | +47.1% | -0.8% | +47.9% | +43.8% |
| 3Y | +170.5% | +24.4% | +146.1% | +139.2% |
| All | +52.4% | +54.1% | -1.7% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling