+44.1%
IJH vs IOT
+54.1%
-10.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -1.9% | -4.5% | +2.7% | -1.2% |
| 30D | -4.6% | -2.4% | -2.2% | -4.4% |
| 3M | -1.2% | +19.0% | -20.1% | -4.2% |
| 6M | +9.4% | +19.6% | -10.2% | +5.2% |
| YTD | +13.3% | +8.3% | +5.1% | +9.8% |
| 1Y | +13.4% | -0.8% | +14.2% | +11.0% |
| 3Y | +50.4% | +24.4% | +26.0% | +37.0% |
| All | +44.1% | +54.1% | -10.0% | +15.2% |
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