+55.4%
IOT vs RRX
+2.8%
+52.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.8% | -1.6% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | -2.4% | -6.1% | +3.7% | -0.1% |
| 3M | +19.0% | -23.1% | +42.0% | +27.8% |
| 6M | +19.6% | -19.5% | +39.2% | +20.2% |
| YTD | +8.3% | +16.1% | -7.8% | -16.1% |
| 1Y | -0.8% | +12.9% | -13.7% | -22.3% |
| 3Y | +24.4% | +7.9% | +16.5% | -6.7% |
| All | +55.4% | +2.8% | +52.6% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling