+62.8%
IOT vs ACWI
+69.9%
-7.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.8% |
| 7D | -2.3% | +0.5% | -2.8% | -3.1% |
| 30D | +3.8% | +0.9% | +2.9% | +2.3% |
| 3M | +14.2% | +2.4% | +11.8% | +8.3% |
| 6M | +40.1% | +12.4% | +27.7% | +9.2% |
| YTD | +13.4% | +15.2% | -1.8% | -15.7% |
| 1Y | +12.2% | +22.7% | -10.5% | -26.1% |
| 3Y | +30.0% | +75.8% | -45.8% | -59.1% |
| All | +62.8% | +69.9% | -7.1% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling