+55.4%
IOT vs ALM
+924.5%
-869.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.4% | -0.1% |
| 7D | -4.5% | -11.8% | +7.3% | -4.4% |
| 30D | -2.4% | +7.8% | -10.2% | -2.6% |
| 3M | +19.0% | -9.3% | +28.2% | +19.2% |
| 6M | +19.6% | -30.5% | +50.1% | +20.3% |
| YTD | +8.3% | +75.8% | -67.6% | +5.0% |
| 1Y | -0.8% | +241.2% | -242.0% | -6.3% |
| 3Y | +24.4% | +1,872.6% | -1,848.2% | +10.9% |
| All | +55.4% | +924.5% | -869.1% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling