+12.2%
IOT vs RVTY
+57.1%
-44.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.1% | +3.8% |
| 7D | -2.3% | +1.1% | -3.4% | -2.6% |
| 30D | +3.8% | +13.2% | -9.4% | +1.2% |
| 3M | +14.2% | +27.2% | -13.1% | +7.0% |
| 6M | +40.1% | +32.4% | +7.7% | +29.2% |
| YTD | +13.4% | +34.9% | -21.5% | +3.0% |
| 1Y | +12.2% | +52.4% | -40.2% | -5.7% |
| All | +12.2% | +57.1% | -44.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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