+56.5%
IOT vs ROP
-13.9%
+70.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.5% |
| 7D | +5.1% | -6.1% | +11.2% | +11.3% |
| 30D | -3.0% | -3.4% | +0.3% | -0.1% |
| 3M | +15.0% | +16.7% | -1.7% | -1.2% |
| 6M | +13.1% | +8.1% | +5.1% | +5.3% |
| YTD | +9.0% | -11.7% | +20.7% | +22.1% |
| 1Y | +0.1% | -24.2% | +24.4% | +29.2% |
| 3Y | +26.4% | -19.0% | +45.4% | +48.6% |
| All | +56.5% | -13.9% | +70.4% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling