+56.5%
IOT vs IAG
+623.2%
-566.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.9% | -4.0% |
| 7D | +5.1% | +1.7% | +3.4% | +4.8% |
| 30D | -3.0% | +11.4% | -14.5% | -4.6% |
| 3M | +15.0% | +33.0% | -18.1% | +10.1% |
| 6M | +13.1% | -6.0% | +19.1% | +12.7% |
| YTD | +9.0% | +24.6% | -15.5% | +3.1% |
| 1Y | +0.1% | +105.0% | -104.9% | -13.4% |
| 3Y | +26.4% | +837.9% | -811.5% | -16.8% |
| All | +56.5% | +623.2% | -566.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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