+10.6%
IOT vs RSG
+19.5%
-9.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.8% |
| 7D | -0.5% | +5.1% | -5.6% | -1.9% |
| 30D | +1.0% | +15.3% | -14.3% | -3.1% |
| 3M | +10.9% | +18.6% | -7.7% | +6.1% |
| 6M | +39.9% | +19.5% | +20.4% | +35.1% |
| YTD | +20.8% | +17.2% | +3.6% | +20.4% |
| 1Y | +10.6% | +19.6% | -9.0% | +11.2% |
| All | +10.6% | +19.5% | -9.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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