+19.6%
IOT vs AHR
+3.4%
+16.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.3% |
| 7D | -4.5% | -2.1% | -2.4% | -4.9% |
| 30D | -2.4% | +1.9% | -4.3% | -2.4% |
| 3M | +19.0% | +15.7% | +3.3% | +29.2% |
| 6M | +19.6% | +2.5% | +17.1% | +27.4% |
| All | +19.6% | +3.4% | +16.2% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling