+24.6%
IOT vs RVTY
+13.9%
+10.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | -0.8% | -7.4% | +6.6% | +1.3% |
| 30D | -4.7% | +4.5% | -9.2% | -6.0% |
| 3M | +17.8% | +19.5% | -1.7% | +10.5% |
| 6M | +16.8% | +34.1% | -17.3% | +4.7% |
| YTD | +8.4% | +25.3% | -16.8% | -0.7% |
| 1Y | -0.8% | +47.0% | -47.8% | -14.1% |
| All | +24.6% | +13.9% | +10.8% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling