+10.6%
IOT vs AU
+42.5%
-31.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.0% | -3.8% | +4.2% |
| 7D | -0.5% | +0.8% | -1.2% | -0.5% |
| 30D | +1.0% | -7.0% | +7.9% | +0.8% |
| 3M | +10.9% | +8.5% | +2.4% | +11.0% |
| 6M | +39.9% | -1.3% | +41.2% | +39.9% |
| YTD | +20.8% | +6.8% | +14.0% | +17.3% |
| 1Y | +10.6% | +44.6% | -34.0% | +2.9% |
| All | +10.6% | +42.5% | -31.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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