+22.8%
ICE vs IOT
+54.4%
-31.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -5.3% | -0.8% | -4.5% | -5.3% |
| 30D | +3.0% | -4.7% | +7.7% | +3.4% |
| 3M | +11.4% | +17.8% | -6.3% | +9.4% |
| 6M | -2.0% | +16.8% | -18.9% | -4.2% |
| YTD | -3.1% | +8.4% | -11.6% | -5.0% |
| 1Y | -8.4% | -0.8% | -7.6% | -9.7% |
| 3Y | +40.7% | +25.7% | +15.0% | +31.9% |
| All | +22.8% | +54.4% | -31.6% | +6.5% |
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