+55.4%
IOT vs A
-0.5%
+55.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.7% |
| 7D | -4.5% | -2.6% | -1.9% | -3.1% |
| 30D | -2.4% | -0.9% | -1.6% | -2.2% |
| 3M | +19.0% | +13.6% | +5.3% | +9.0% |
| 6M | +19.6% | +27.8% | -8.2% | +0.8% |
| YTD | +8.3% | +8.6% | -0.4% | +0.8% |
| 1Y | -0.8% | +16.9% | -17.7% | -12.5% |
| 3Y | +24.4% | +32.9% | -8.5% | -7.0% |
| All | +55.4% | -0.5% | +55.9% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling