+56.5%
IOT vs FIVE
+31.7%
+24.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.6% |
| 7D | +5.1% | +1.7% | +3.4% | +4.3% |
| 30D | -3.0% | +5.0% | -8.0% | -5.3% |
| 3M | +15.0% | +29.5% | -14.5% | +2.3% |
| 6M | +13.1% | +12.4% | +0.7% | +5.6% |
| YTD | +9.0% | +31.2% | -22.2% | -5.5% |
| 1Y | +0.1% | +72.9% | -72.7% | -23.5% |
| 3Y | +26.4% | +53.0% | -26.6% | -3.6% |
| All | +56.5% | +31.7% | +24.8% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling