+55.4%
IOT vs AR
+134.0%
-78.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -4.5% | -2.5% | -2.0% | -4.0% |
| 30D | -2.4% | +2.5% | -5.0% | -3.1% |
| 3M | +19.0% | +12.3% | +6.7% | +15.0% |
| 6M | +19.6% | -3.1% | +22.8% | +19.7% |
| YTD | +8.3% | +11.5% | -3.3% | +4.3% |
| 1Y | -0.8% | +17.0% | -17.8% | -5.8% |
| 3Y | +24.4% | +47.3% | -22.9% | +9.7% |
| All | +55.4% | +134.0% | -78.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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