+55.4%
IOT vs RL
+220.9%
-165.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -4.5% | -3.4% | -1.1% | -2.5% |
| 30D | -2.4% | -14.4% | +12.0% | +7.1% |
| 3M | +19.0% | -13.6% | +32.5% | +28.5% |
| 6M | +19.6% | +0.6% | +19.1% | +13.3% |
| YTD | +8.3% | -3.6% | +11.9% | +4.6% |
| 1Y | -0.8% | +8.3% | -9.1% | -12.2% |
| 3Y | +24.4% | +204.8% | -180.4% | -55.4% |
| All | +55.4% | +220.9% | -165.5% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling