+10.6%
IOT vs RRC
+44.7%
-34.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.7% | +4.4% |
| 7D | -0.5% | -6.8% | +6.3% | +0.2% |
| 30D | +1.0% | +34.7% | -33.7% | -3.2% |
| 3M | +10.9% | +31.5% | -20.6% | +6.6% |
| 6M | +39.9% | +21.8% | +18.1% | +36.7% |
| YTD | +20.8% | +48.9% | -28.1% | +9.9% |
| 1Y | +10.6% | +42.1% | -31.5% | +2.8% |
| All | +10.6% | +44.7% | -34.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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