+62.6%
IOT vs IP
-0.7%
+63.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -1.8% | -11.2% | +9.5% | +1.6% |
| 3M | +17.9% | +12.3% | +5.6% | +12.7% |
| 6M | +13.5% | -5.2% | +18.8% | +13.8% |
| YTD | +13.3% | -4.0% | +17.2% | +11.8% |
| 1Y | -3.3% | -19.2% | +15.9% | +1.5% |
| 3Y | +31.3% | +20.3% | +11.0% | +8.7% |
| All | +62.6% | -0.7% | +63.3% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling