+55.6%
IOT vs ALM
+995.9%
-940.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.6% | +9.1% | -0.4% |
| 7D | -0.8% | -7.1% | +6.3% | -0.7% |
| 30D | -4.7% | +24.7% | -29.3% | -5.0% |
| 3M | +17.8% | +8.3% | +9.5% | +17.6% |
| 6M | +16.8% | -22.2% | +39.0% | +17.2% |
| YTD | +8.4% | +88.1% | -79.6% | +5.1% |
| 1Y | -0.8% | +272.4% | -273.2% | -6.5% |
| 3Y | +25.7% | +2,004.1% | -1,978.4% | +12.0% |
| All | +55.6% | +995.9% | -940.3% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling