+55.6%
IOT vs AR
+138.6%
-82.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | -4.7% | +3.5% | -8.2% | -5.5% |
| 3M | +17.8% | +9.9% | +7.9% | +14.5% |
| 6M | +16.8% | +4.5% | +12.3% | +14.6% |
| YTD | +8.4% | +13.7% | -5.2% | +4.0% |
| 1Y | -0.8% | +19.2% | -20.0% | -6.2% |
| 3Y | +25.7% | +46.2% | -20.4% | +11.0% |
| All | +55.6% | +138.6% | -82.9% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling