+12.2%
IOT vs FIVE
+66.7%
-54.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.2% |
| 7D | -2.3% | +4.3% | -6.6% | -3.5% |
| 30D | +3.8% | +12.5% | -8.7% | 0.0% |
| 3M | +14.2% | +31.2% | -17.1% | +4.7% |
| 6M | +40.1% | +14.4% | +25.8% | +32.4% |
| YTD | +13.4% | +33.9% | -20.5% | -1.6% |
| 1Y | +12.2% | +65.1% | -52.9% | -13.2% |
| All | +12.2% | +66.7% | -54.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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