+55.6%
IOT vs RNG
-62.3%
+118.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -0.8% | -9.6% | +8.8% | +4.0% |
| 30D | -4.7% | +8.8% | -13.5% | -8.8% |
| 3M | +17.8% | +78.6% | -60.9% | -12.7% |
| 6M | +16.8% | +70.3% | -53.4% | -11.9% |
| YTD | +8.4% | +140.3% | -131.9% | -33.5% |
| 1Y | -0.8% | +126.6% | -127.4% | -37.7% |
| 3Y | +25.7% | +120.2% | -94.5% | -25.6% |
| All | +55.6% | -62.3% | +118.0% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling