+6.0%
IOT vs AUR
-10.8%
+16.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | -1.3% | -8.5% | +7.2% | +0.2% |
| 30D | -1.6% | -29.9% | +28.4% | +4.9% |
| 3M | +6.1% | -39.8% | +45.9% | +15.5% |
| 6M | +34.9% | -38.3% | +73.2% | +42.4% |
| YTD | +15.9% | +4.9% | +11.0% | +2.0% |
| 1Y | +6.0% | -9.6% | +15.7% | -3.3% |
| All | +6.0% | -10.8% | +16.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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