+10.6%
IOT vs ACI
-18.4%
+29.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.2% |
| 7D | -0.5% | +4.5% | -5.0% | -1.6% |
| 30D | +1.0% | +20.9% | -19.9% | -3.9% |
| 3M | +10.9% | +15.2% | -4.3% | +7.0% |
| 6M | +39.9% | -13.3% | +53.2% | +36.8% |
| YTD | +20.8% | -16.2% | +37.0% | +20.8% |
| 1Y | +10.6% | -16.9% | +27.4% | +7.8% |
| All | +10.6% | -18.4% | +29.0% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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