+10.6%
IOT vs ALM
+44.8%
-34.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +3.0% | +4.2% |
| 7D | -0.5% | -6.4% | +5.9% | -0.8% |
| 30D | +1.0% | -35.0% | +36.0% | -1.6% |
| 3M | +10.9% | -33.8% | +44.7% | +8.8% |
| 6M | +39.9% | -55.0% | +94.9% | +36.5% |
| YTD | +20.8% | -0.2% | +21.0% | +15.7% |
| 1Y | +10.6% | +41.8% | -31.2% | +0.7% |
| All | +10.6% | +44.8% | -34.2% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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