+55.4%
IOT vs AME
+75.9%
-20.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -2.5% |
| 7D | -4.5% | +1.7% | -6.3% | -5.8% |
| 30D | -2.4% | -6.4% | +4.0% | +2.3% |
| 3M | +19.0% | +7.1% | +11.9% | +11.6% |
| 6M | +19.6% | +8.2% | +11.5% | +8.5% |
| YTD | +8.3% | +18.2% | -9.9% | -10.9% |
| 1Y | -0.8% | +26.7% | -27.5% | -24.0% |
| 3Y | +24.4% | +60.7% | -36.3% | -28.0% |
| All | +55.4% | +75.9% | -20.6% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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