+62.6%
IOT vs APD
+12.2%
+50.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +2.8% | -2.5% | +5.3% | +3.7% |
| 30D | -1.8% | -1.9% | +0.1% | -1.1% |
| 3M | +17.9% | +8.2% | +9.6% | +13.7% |
| 6M | +13.5% | +10.7% | +2.8% | +7.4% |
| YTD | +13.3% | +22.9% | -9.7% | +1.4% |
| 1Y | -3.3% | +5.8% | -9.1% | -7.2% |
| 3Y | +31.3% | +7.8% | +23.6% | +21.5% |
| All | +62.6% | +12.2% | +50.3% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling