+55.4%
IOT vs RVMD
+736.8%
-681.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.5% | -3.0% | -1.6% | -3.8% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | +19.0% | +36.5% | -17.6% | +8.5% |
| 6M | +19.6% | +104.6% | -85.0% | -5.4% |
| YTD | +8.3% | +155.8% | -147.6% | -22.2% |
| 1Y | -0.8% | +340.7% | -341.5% | -40.8% |
| 3Y | +24.4% | +519.9% | -495.5% | -40.2% |
| All | +55.4% | +736.8% | -681.5% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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