+55.4%
IOT vs ACM
-8.9%
+64.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.0% |
| 7D | -4.5% | -4.6% | +0.1% | -0.8% |
| 30D | -2.4% | +4.1% | -6.5% | -6.1% |
| 3M | +19.0% | -8.3% | +27.3% | +25.6% |
| 6M | +19.6% | -30.1% | +49.7% | +58.5% |
| YTD | +8.3% | -32.6% | +40.9% | +46.2% |
| 1Y | -0.8% | -49.6% | +48.8% | +75.3% |
| 3Y | +24.4% | -23.0% | +47.5% | +31.0% |
| All | +55.4% | -8.9% | +64.3% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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