+24.6%
IOT vs RRC
+31.5%
-6.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -4.7% | +3.0% | -7.6% | -5.5% |
| 3M | +17.8% | +7.3% | +10.5% | +14.8% |
| 6M | +16.8% | +3.6% | +13.3% | +14.5% |
| YTD | +8.4% | +19.4% | -10.9% | +1.2% |
| 1Y | -0.8% | +21.4% | -22.2% | -8.2% |
| All | +24.6% | +31.5% | -6.9% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling