+55.6%
IOT vs RRC
+139.3%
-83.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.1% |
| 6M | +16.8% | +3.6% | +13.3% | +14.9% |
| YTD | +8.4% | +19.4% | -10.9% | +2.3% |
| 1Y | -0.8% | +21.4% | -22.2% | -7.1% |
| 3Y | +25.7% | +32.8% | -7.0% | +13.0% |
| All | +55.6% | +139.3% | -83.6% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling