+55.4%
IOT vs RRC
+135.7%
-80.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | -4.5% | -1.8% | -2.7% | -4.1% |
| 30D | -2.4% | +2.7% | -5.1% | -3.2% |
| 3M | +19.0% | +8.8% | +10.1% | +15.8% |
| 6M | +19.6% | -1.2% | +20.8% | +19.2% |
| YTD | +8.3% | +17.6% | -9.3% | +2.6% |
| 1Y | -0.8% | +18.4% | -19.2% | -6.5% |
| 3Y | +24.4% | +33.1% | -8.7% | +11.7% |
| All | +55.4% | +135.7% | -80.3% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling