+75.3%
IOT vs AR
+48.5%
+26.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | +0.6% | +6.4% | -5.8% | -1.0% |
| 30D | +0.1% | +3.1% | -3.0% | -1.0% |
| 3M | +5.0% | +3.3% | +1.8% | +3.5% |
| 6M | +47.0% | +6.6% | +40.5% | +43.2% |
| YTD | +16.6% | +12.3% | +4.2% | +11.0% |
| 1Y | +4.8% | +12.3% | -7.6% | -0.4% |
| All | +75.3% | +48.5% | +26.8% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling