-2.0%
IEF vs IOT
+8.2%
-10.1%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.5% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +3.1% | +1.0% | +2.1% | +3.1% |
| 3M | -1.4% | +10.9% | -12.3% | -1.4% |
| 6M | -1.6% | +39.9% | -41.5% | -1.7% |
| YTD | -2.1% | +20.8% | -22.9% | -1.9% |
| 1Y | -2.0% | +10.6% | -12.6% | -1.7% |
| All | -2.0% | +8.2% | -10.1% | -1.7% |
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