+142.3%
IAU vs IOT
+61.2%
+81.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +0.7% | +2.8% | -2.1% | +0.7% |
| 30D | +0.3% | -1.8% | +2.1% | +0.3% |
| 3M | +0.7% | +17.9% | -17.2% | +0.4% |
| 6M | -15.5% | +13.5% | -29.0% | -15.7% |
| YTD | +1.0% | +13.3% | -12.3% | +0.6% |
| 1Y | +19.6% | -3.3% | +22.9% | +19.3% |
| 3Y | +125.4% | +31.3% | +94.1% | +123.2% |
| All | +142.3% | +61.2% | +81.1% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling