-2.2%
IOT vs AMRZ
-20.1%
+17.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.5% | -7.5% | +3.0% | -3.4% |
| 30D | -2.4% | -12.4% | +10.0% | -0.6% |
| 3M | +19.0% | -22.4% | +41.4% | +22.7% |
| 6M | +19.6% | -29.5% | +49.2% | +26.0% |
| YTD | +8.3% | -24.1% | +32.4% | +7.4% |
| 1Y | -0.8% | -26.3% | +25.5% | -0.9% |
| All | -2.2% | -20.1% | +17.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling