+13.1%
IOT vs A
+27.6%
-14.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | +5.1% | -4.4% | +9.4% | +6.3% |
| 30D | -3.0% | -2.7% | -0.4% | -2.3% |
| 3M | +15.0% | +7.0% | +7.9% | +12.8% |
| 6M | +13.1% | +24.6% | -11.5% | +5.8% |
| All | +13.1% | +27.6% | -14.4% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling