+24.6%
IOT vs ROP
-19.1%
+43.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.1% |
| 7D | -0.8% | -8.0% | +7.2% | +6.6% |
| 30D | -4.7% | -2.7% | -1.9% | -2.5% |
| 3M | +17.8% | +16.6% | +1.2% | +2.6% |
| 6M | +16.8% | +10.4% | +6.5% | +7.2% |
| YTD | +8.4% | -12.1% | +20.5% | +19.7% |
| 1Y | -0.8% | -23.6% | +22.8% | +22.7% |
| All | +24.6% | -19.1% | +43.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling