+55.4%
IOT vs EFV
+105.0%
-49.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -1.4% |
| 7D | -4.5% | -0.8% | -3.7% | -3.6% |
| 30D | -2.4% | +0.6% | -3.1% | -3.2% |
| 3M | +19.0% | +7.5% | +11.4% | +9.1% |
| 6M | +19.6% | +13.0% | +6.6% | +1.6% |
| YTD | +8.3% | +18.3% | -10.0% | -14.3% |
| 1Y | -0.8% | +26.7% | -27.5% | -28.4% |
| 3Y | +24.4% | +89.6% | -65.2% | -50.3% |
| All | +55.4% | +105.0% | -49.6% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling