+55.4%
IOT vs APD
+9.9%
+45.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -4.5% | -3.3% | -1.3% | -3.3% |
| 30D | -2.4% | -4.2% | +1.7% | -0.9% |
| 3M | +19.0% | +5.4% | +13.5% | +16.0% |
| 6M | +19.6% | +6.3% | +13.4% | +15.2% |
| YTD | +8.3% | +20.3% | -12.1% | -2.2% |
| 1Y | -0.8% | +1.6% | -2.4% | -3.0% |
| 3Y | +24.4% | +4.0% | +20.4% | +17.5% |
| All | +55.4% | +9.9% | +45.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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