+10.6%
IOT vs RUN
-53.7%
+64.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.9% | +4.1% |
| 7D | -0.5% | +18.5% | -18.9% | -1.3% |
| 30D | +1.0% | +15.5% | -14.5% | +0.2% |
| 3M | +10.9% | -20.3% | +31.2% | +11.9% |
| 6M | +39.9% | -30.8% | +70.7% | +41.9% |
| YTD | +20.8% | -52.2% | +73.0% | +25.4% |
| 1Y | +10.6% | -53.9% | +64.4% | +15.1% |
| All | +10.6% | -53.7% | +64.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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