+55.6%
IOT vs FIVE
+28.5%
+27.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.4% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -4.7% | +3.0% | -7.7% | -6.1% |
| 3M | +17.8% | +23.2% | -5.4% | +7.1% |
| 6M | +16.8% | +9.2% | +7.7% | +10.4% |
| YTD | +8.4% | +28.1% | -19.7% | -5.1% |
| 1Y | -0.8% | +65.3% | -66.1% | -22.7% |
| 3Y | +25.7% | +49.4% | -23.7% | -3.2% |
| All | +55.6% | +28.5% | +27.1% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling