+55.4%
IOT vs COO
-45.1%
+100.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -4.5% | -22.5% | +18.0% | +7.5% |
| 30D | -2.4% | -29.7% | +27.3% | +15.4% |
| 3M | +19.0% | -20.1% | +39.1% | +31.4% |
| 6M | +19.6% | -26.9% | +46.5% | +37.8% |
| YTD | +8.3% | -34.2% | +42.5% | +31.9% |
| 1Y | -0.8% | -21.3% | +20.5% | +9.3% |
| 3Y | +24.4% | -38.7% | +63.1% | +50.3% |
| All | +55.4% | -45.1% | +100.4% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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