+55.4%
IOT vs ACI
-39.6%
+95.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.7% |
| 7D | -4.5% | -3.7% | -0.8% | -4.0% |
| 30D | -2.4% | +0.6% | -3.0% | -2.5% |
| 3M | +19.0% | -20.3% | +39.3% | +22.0% |
| 6M | +19.6% | -24.7% | +44.3% | +23.3% |
| YTD | +8.3% | -27.2% | +35.5% | +11.9% |
| 1Y | -0.8% | -32.7% | +31.9% | +3.3% |
| 3Y | +24.4% | -43.9% | +68.3% | +32.5% |
| All | +55.4% | -39.6% | +95.0% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling