+10.6%
IOT vs A
+24.4%
-13.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.2% | +4.0% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | +1.0% | +3.6% | -2.6% | +0.3% |
| 3M | +10.9% | +27.5% | -16.6% | +5.3% |
| 6M | +39.9% | +58.5% | -18.6% | +24.4% |
| YTD | +20.8% | +31.2% | -10.4% | +15.5% |
| 1Y | +10.6% | +22.2% | -11.6% | +8.2% |
| All | +10.6% | +24.4% | -13.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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