+18.4%
IOT vs AHR
+356.1%
-337.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -4.5% | -2.1% | -2.4% | -4.0% |
| 30D | -2.4% | +1.9% | -4.3% | -3.1% |
| 3M | +19.0% | +15.7% | +3.3% | +15.1% |
| 6M | +19.6% | +2.5% | +17.1% | +19.0% |
| YTD | +8.3% | +15.0% | -6.8% | +2.3% |
| 1Y | -0.8% | +28.1% | -28.9% | -11.5% |
| All | +18.4% | +356.1% | -337.7% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling