+55.6%
IOT vs OMC
+30.0%
+25.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.5% |
| 7D | -0.8% | -6.2% | +5.4% | +3.1% |
| 30D | -4.7% | -7.6% | +2.9% | +0.2% |
| 3M | +17.8% | +7.4% | +10.4% | +12.9% |
| 6M | +16.8% | +0.1% | +16.7% | +16.7% |
| YTD | +8.4% | +0.4% | +8.0% | +7.2% |
| 1Y | -0.8% | +7.8% | -8.6% | -7.6% |
| 3Y | +25.7% | +11.8% | +13.9% | +6.9% |
| All | +55.6% | +30.0% | +25.6% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling