+37.0%
IOT vs RAM
-73.7%
+110.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -10.3% | +14.5% | +2.8% |
| 7D | -0.5% | -31.3% | +30.8% | -4.8% |
| 30D | +1.0% | -49.4% | +50.4% | -7.7% |
| 3M | +10.9% | -41.4% | +52.3% | +5.6% |
| All | +37.0% | -73.7% | +110.7% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling