-0.8%
IOT vs RRC
+20.8%
-21.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | -4.5% | -1.8% | -2.7% | -4.2% |
| 30D | -2.4% | +2.7% | -5.1% | -3.1% |
| 3M | +19.0% | +8.8% | +10.1% | +16.2% |
| 6M | +19.6% | -1.2% | +20.8% | +18.8% |
| YTD | +8.3% | +17.6% | -9.3% | +1.5% |
| 1Y | -0.8% | +18.4% | -19.2% | -3.2% |
| All | -0.8% | +20.8% | -21.6% | -3.2% |
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