+55.4%
IOT vs ROP
-14.3%
+69.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -4.5% | -4.6% | +0.1% | -0.2% |
| 30D | -2.4% | -1.7% | -0.7% | -1.1% |
| 3M | +19.0% | +17.1% | +1.9% | +1.9% |
| 6M | +19.6% | +10.9% | +8.8% | +8.7% |
| YTD | +8.3% | -12.1% | +20.4% | +21.8% |
| 1Y | -0.8% | -24.2% | +23.4% | +28.0% |
| 3Y | +24.4% | -20.4% | +44.8% | +48.9% |
| All | +55.4% | -14.3% | +69.7% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling