+55.4%
IOT vs RSG
+73.8%
-18.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | -2.4% | +4.0% | -6.4% | -3.9% |
| 3M | +19.0% | +7.4% | +11.6% | +15.9% |
| 6M | +19.6% | +0.1% | +19.5% | +19.6% |
| YTD | +8.3% | +6.0% | +2.2% | +5.7% |
| 1Y | -0.8% | -3.0% | +2.2% | +0.4% |
| 3Y | +24.4% | +56.5% | -32.1% | -4.3% |
| All | +55.4% | +73.8% | -18.4% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling