+55.4%
IOT vs ACWI
+68.2%
-12.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.8% |
| 7D | -4.5% | -1.0% | -3.5% | -2.8% |
| 30D | -2.4% | -0.9% | -1.6% | -0.9% |
| 3M | +19.0% | +3.5% | +15.5% | +10.9% |
| 6M | +19.6% | +12.8% | +6.8% | -7.2% |
| YTD | +8.3% | +14.0% | -5.7% | -18.0% |
| 1Y | -0.8% | +19.2% | -20.0% | -30.8% |
| 3Y | +24.4% | +75.1% | -50.7% | -60.6% |
| All | +55.4% | +68.2% | -12.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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