+55.6%
IOT vs RMD
-10.6%
+66.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.8% | -4.2% | +3.4% | +1.2% |
| 30D | -4.7% | -2.1% | -2.6% | -3.9% |
| 3M | +17.8% | +13.8% | +4.0% | +10.1% |
| 6M | +16.8% | -10.6% | +27.5% | +22.2% |
| YTD | +8.4% | -8.1% | +16.5% | +11.1% |
| 1Y | -0.8% | -18.0% | +17.2% | +7.9% |
| 3Y | +25.7% | +52.9% | -27.1% | -13.7% |
| All | +55.6% | -10.6% | +66.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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