+55.4%
IOT vs IT
-42.9%
+98.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.4% | -3.6% |
| 7D | -4.5% | -3.7% | -0.9% | -2.6% |
| 30D | -2.4% | +0.1% | -2.5% | -3.2% |
| 3M | +19.0% | +20.7% | -1.7% | +0.7% |
| 6M | +19.6% | +12.0% | +7.7% | +6.0% |
| YTD | +8.3% | -28.8% | +37.1% | +31.3% |
| 1Y | -0.8% | -25.5% | +24.7% | +14.4% |
| 3Y | +24.4% | -48.8% | +73.2% | +79.6% |
| All | +55.4% | -42.9% | +98.2% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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