+67.4%
IOT vs FIVE
+31.4%
+36.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.9% | +2.7% | -1.7% | -0.2% |
| 30D | +1.4% | +12.7% | -11.3% | -3.7% |
| 3M | +0.5% | +2.1% | -1.5% | -0.9% |
| 6M | +50.3% | +17.5% | +32.8% | +38.5% |
| YTD | +16.7% | +31.0% | -14.3% | +0.9% |
| 1Y | +6.8% | +67.7% | -60.9% | -17.3% |
| 3Y | +75.5% | +43.4% | +32.1% | +39.9% |
| All | +67.4% | +31.4% | +36.0% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling