-9.5%
ICE vs IOT
-1.6%
-7.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.4% | -4.5% | +2.1% | -1.9% |
| 30D | +4.0% | -2.4% | +6.5% | +4.2% |
| 3M | +13.7% | +19.0% | -5.3% | +11.1% |
| 6M | +0.9% | +19.6% | -18.7% | -2.0% |
| YTD | -2.1% | +8.3% | -10.4% | -5.6% |
| 1Y | -9.5% | -0.8% | -8.7% | -12.8% |
| All | -9.5% | -1.6% | -7.9% | -12.8% |
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 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