+10.6%
IOT vs OMC
+24.5%
-14.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +1.2% |
| 7D | -0.5% | +12.5% | -13.0% | -7.0% |
| 30D | +1.0% | +16.3% | -15.3% | -7.4% |
| 3M | +10.9% | +8.1% | +2.8% | +6.4% |
| 6M | +39.9% | +17.2% | +22.7% | +29.1% |
| YTD | +20.8% | +11.8% | +9.0% | +14.4% |
| 1Y | +10.6% | +23.9% | -13.4% | -3.7% |
| All | +10.6% | +24.5% | -14.0% | -3.7% |
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