+56.5%
IOT vs ACM
-8.2%
+64.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.7% | -1.2% |
| 7D | +5.1% | -3.7% | +8.7% | +8.4% |
| 30D | -3.0% | -12.7% | +9.6% | +7.1% |
| 3M | +15.0% | -9.8% | +24.8% | +23.1% |
| 6M | +13.1% | -31.4% | +44.5% | +52.9% |
| YTD | +9.0% | -32.1% | +41.1% | +46.3% |
| 1Y | +0.1% | -47.8% | +47.9% | +70.8% |
| 3Y | +26.4% | -22.1% | +48.5% | +31.5% |
| All | +56.5% | -8.2% | +64.7% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling