+12.2%
IOT vs RRX
+14.9%
-2.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.8% |
| 7D | -2.3% | +3.4% | -5.8% | -1.8% |
| 30D | +3.8% | -11.1% | +14.9% | +2.1% |
| 3M | +14.2% | -23.7% | +37.9% | +10.8% |
| 6M | +40.1% | -22.0% | +62.1% | +37.4% |
| YTD | +13.4% | +16.5% | -3.1% | -3.0% |
| 1Y | +12.2% | +11.5% | +0.7% | -1.7% |
| All | +12.2% | +14.9% | -2.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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