+69.8%
IOT vs IP
+13.9%
+55.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -2.6% | -5.1% | +2.5% | -1.6% |
| 30D | +1.2% | +8.5% | -7.4% | -0.4% |
| 3M | +7.2% | -13.8% | +21.1% | +10.1% |
| 6M | +41.7% | +5.7% | +36.0% | +39.3% |
| YTD | +15.6% | -9.1% | +24.7% | +16.2% |
| 1Y | +7.6% | -0.8% | +8.4% | +5.4% |
| 3Y | +69.8% | +14.8% | +55.0% | +58.8% |
| All | +69.8% | +13.9% | +55.9% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling