+10.6%
IOT vs AS
+3.3%
+7.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.1% | -1.0% | +3.4% |
| 7D | -0.5% | +13.8% | -14.2% | -2.3% |
| 30D | +1.0% | +16.7% | -15.7% | -1.3% |
| 3M | +10.9% | -11.5% | +22.4% | +13.1% |
| 6M | +39.9% | -5.5% | +45.4% | +41.5% |
| YTD | +20.8% | -14.2% | +35.0% | +23.6% |
| 1Y | +10.6% | +2.1% | +8.5% | +13.9% |
| All | +10.6% | +3.3% | +7.2% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling