+24.4%
IOT vs EFV
+90.2%
-65.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -1.0% |
| 7D | -4.5% | -0.8% | -3.7% | -3.9% |
| 30D | -2.4% | +0.6% | -3.1% | -2.9% |
| 3M | +19.0% | +7.5% | +11.4% | +11.9% |
| 6M | +19.6% | +13.0% | +6.6% | +6.1% |
| YTD | +8.3% | +18.3% | -10.0% | -9.6% |
| 1Y | -0.8% | +26.7% | -27.5% | -23.5% |
| 3Y | +24.4% | +89.6% | -65.2% | -50.0% |
| All | +24.4% | +90.2% | -65.8% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling