+5.6%
IOT vs IRE
-98.1%
+103.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.4% | +14.5% | -0.2% |
| 7D | +0.9% | -31.8% | +32.8% | +0.3% |
| 30D | +1.4% | -71.8% | +73.1% | -0.5% |
| 3M | +0.5% | -88.9% | +89.4% | -3.1% |
| 6M | +50.3% | -95.4% | +145.6% | +46.2% |
| YTD | +16.7% | -94.2% | +110.9% | +13.0% |
| 1Y | +6.8% | -97.1% | +103.9% | +4.8% |
| All | +5.6% | -98.1% | +103.8% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling