+40.1%
IOT vs IP
-8.6%
+48.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.8% |
| 7D | -2.3% | -5.3% | +2.9% | -2.6% |
| 30D | +3.8% | -10.9% | +14.6% | +3.2% |
| 3M | +14.2% | +11.2% | +3.0% | +16.1% |
| 6M | +40.1% | -10.2% | +50.3% | +34.0% |
| All | +40.1% | -8.6% | +48.7% | +34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling