+16.8%
IOT vs AGI
-31.2%
+48.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.6% |
| 7D | -0.8% | -5.3% | +4.5% | -0.9% |
| 30D | -4.7% | +6.8% | -11.4% | -4.4% |
| 3M | +17.8% | +8.3% | +9.5% | +19.1% |
| 6M | +16.8% | -29.2% | +46.1% | +14.4% |
| All | +16.8% | -31.2% | +48.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 6mo: compounded portfolio wealth divided by compounded AGI 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…
6mo analysis · Full analysis span regression · 6 months rolling