+12.2%
IOT vs OMC
+9.8%
+2.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +5.0% |
| 7D | -2.3% | -6.4% | +4.1% | +0.9% |
| 30D | +3.8% | +1.1% | +2.7% | +3.6% |
| 3M | +14.2% | +10.4% | +3.8% | +10.0% |
| 6M | +40.1% | -1.7% | +41.8% | +40.2% |
| YTD | +13.4% | +4.4% | +9.0% | +11.2% |
| 1Y | +12.2% | +8.4% | +3.7% | +5.6% |
| All | +12.2% | +9.8% | +2.4% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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