+67.4%
IOT vs AR
+135.9%
-68.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.9% | +7.4% | -6.4% | -0.8% |
| 30D | +1.4% | +5.8% | -4.4% | -0.3% |
| 3M | +0.5% | +5.2% | -4.7% | -1.2% |
| 6M | +50.3% | +5.4% | +44.8% | +47.0% |
| YTD | +16.7% | +12.4% | +4.3% | +11.7% |
| 1Y | +6.8% | +12.8% | -6.0% | +2.1% |
| 3Y | +75.5% | +47.2% | +28.3% | +54.4% |
| All | +67.4% | +135.9% | -68.5% | +34.2% |
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