+24.3%
ICE vs IOT
+61.2%
-37.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.2% |
| 7D | -1.2% | +2.8% | -3.9% | -1.4% |
| 30D | +5.0% | -1.8% | +6.7% | +5.1% |
| 3M | +13.9% | +17.9% | -4.0% | +11.8% |
| 6M | -4.4% | +13.5% | -18.0% | -6.3% |
| YTD | -1.9% | +13.3% | -15.2% | -4.2% |
| 1Y | -8.1% | -3.3% | -4.8% | -9.2% |
| 3Y | +42.5% | +31.3% | +11.2% | +33.0% |
| All | +24.3% | +61.2% | -37.0% | +7.4% |
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