+22.2%
IOT vs AS
+107.2%
-85.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.7% |
| 7D | +5.1% | -2.8% | +7.8% | +6.0% |
| 30D | -3.0% | -23.2% | +20.2% | +5.5% |
| 3M | +15.0% | -20.1% | +35.0% | +23.6% |
| 6M | +13.1% | -18.5% | +31.7% | +19.6% |
| YTD | +9.0% | -25.6% | +34.7% | +18.4% |
| 1Y | +0.1% | -24.4% | +24.5% | +7.5% |
| All | +22.2% | +107.2% | -85.0% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling