+55.6%
IOT vs ACI
-41.5%
+97.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | -0.8% | -7.1% | +6.3% | +0.3% |
| 30D | -4.7% | -4.5% | -0.2% | -4.0% |
| 3M | +17.8% | -22.3% | +40.0% | +21.3% |
| 6M | +16.8% | -28.4% | +45.3% | +21.3% |
| YTD | +8.4% | -29.5% | +37.9% | +12.6% |
| 1Y | -0.8% | -34.2% | +33.4% | +3.7% |
| 3Y | +25.7% | -45.7% | +71.4% | +34.6% |
| All | +55.6% | -41.5% | +97.2% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling