+12.2%
IOT vs IP
-18.9%
+31.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.6% |
| 7D | -2.3% | -5.3% | +2.9% | -1.9% |
| 30D | +3.8% | -10.9% | +14.6% | +4.6% |
| 3M | +14.2% | +11.2% | +3.0% | +13.4% |
| 6M | +40.1% | -10.2% | +50.3% | +42.9% |
| YTD | +13.4% | -2.0% | +15.4% | +14.3% |
| 1Y | +12.2% | -19.1% | +31.3% | +18.2% |
| All | +12.2% | -18.9% | +31.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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