+10.6%
IOT vs IRE
-97.6%
+108.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -23.2% | +27.4% | +3.5% |
| 7D | -0.5% | -46.8% | +46.4% | -1.9% |
| 30D | +1.0% | -75.5% | +76.5% | -2.3% |
| 3M | +10.9% | -79.4% | +90.3% | +7.3% |
| 6M | +39.9% | -91.3% | +131.2% | +36.2% |
| YTD | +20.8% | -90.8% | +111.6% | +18.6% |
| 1Y | +10.6% | -97.7% | +108.3% | +8.4% |
| All | +10.6% | -97.6% | +108.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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