+12.2%
IOT vs EFV
+30.7%
-18.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.9% | +3.8% |
| 7D | -2.3% | +1.5% | -3.8% | -2.5% |
| 30D | +3.8% | +1.7% | +2.1% | +3.6% |
| 3M | +14.2% | +8.6% | +5.5% | +13.3% |
| 6M | +40.1% | +11.7% | +28.4% | +37.1% |
| YTD | +13.4% | +19.3% | -5.9% | +1.5% |
| 1Y | +12.2% | +30.2% | -18.0% | -14.3% |
| All | +12.2% | +30.7% | -18.5% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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