-0.8%
IOT vs AHR
+26.4%
-27.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.4% |
| 7D | -4.5% | -2.1% | -2.4% | -5.0% |
| 30D | -2.4% | +1.9% | -4.3% | -2.1% |
| 3M | +19.0% | +15.7% | +3.3% | +27.5% |
| 6M | +19.6% | +2.5% | +17.1% | +23.6% |
| YTD | +8.3% | +15.0% | -6.8% | +15.1% |
| 1Y | -0.8% | +28.1% | -28.9% | +9.7% |
| All | -0.8% | +26.4% | -27.2% | +9.7% |
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