+55.4%
IOT vs NTR
+31.4%
+24.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.5% | -1.3% | -3.2% | -4.2% |
| 30D | -2.4% | +16.8% | -19.2% | -6.4% |
| 3M | +19.0% | +20.7% | -1.8% | +12.7% |
| 6M | +19.6% | +0.5% | +19.1% | +18.3% |
| YTD | +8.3% | +29.2% | -20.9% | -0.7% |
| 1Y | -0.8% | +39.6% | -40.4% | -11.6% |
| 3Y | +24.4% | +37.9% | -13.5% | +9.4% |
| All | +55.4% | +31.4% | +24.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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