+10.6%
IOT vs RNG
+179.4%
-168.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.4% | +4.2% |
| 7D | -0.5% | -9.6% | +9.1% | +3.8% |
| 30D | +1.0% | -1.4% | +2.4% | +1.4% |
| 3M | +10.9% | +28.8% | -17.9% | -0.9% |
| 6M | +39.9% | +65.6% | -25.7% | +11.5% |
| YTD | +20.8% | +171.4% | -150.6% | -17.3% |
| 1Y | +10.6% | +185.3% | -174.8% | -27.7% |
| All | +10.6% | +179.4% | -168.9% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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