+56.5%
IOT vs RRC
+138.5%
-82.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.6% |
| 7D | +5.1% | -1.7% | +6.8% | +5.5% |
| 30D | -3.0% | +3.6% | -6.6% | -4.0% |
| 3M | +15.0% | +8.8% | +6.1% | +11.9% |
| 6M | +13.1% | +0.8% | +12.4% | +12.1% |
| YTD | +9.0% | +19.0% | -9.9% | +3.0% |
| 1Y | +0.1% | +22.9% | -22.8% | -6.5% |
| 3Y | +26.4% | +32.3% | -5.9% | +13.7% |
| All | +56.5% | +138.5% | -82.0% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling