+10.6%
IOT vs AHR
+26.3%
-15.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +4.5% |
| 7D | -0.5% | +9.5% | -9.9% | +1.0% |
| 30D | +1.0% | +11.7% | -10.7% | +3.0% |
| 3M | +10.9% | +4.0% | +6.9% | +11.4% |
| 6M | +39.9% | +13.5% | +26.4% | +46.7% |
| YTD | +20.8% | +21.6% | -0.8% | +28.3% |
| 1Y | +10.6% | +25.1% | -14.5% | +17.9% |
| All | +10.6% | +26.3% | -15.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling