+55.4%
IOT vs RVTY
-31.3%
+86.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -1.4% |
| 7D | -4.5% | -4.5% | 0.0% | -2.6% |
| 30D | -2.4% | +5.5% | -7.9% | -5.0% |
| 3M | +19.0% | +22.5% | -3.6% | +6.9% |
| 6M | +19.6% | +38.9% | -19.2% | 0.0% |
| YTD | +8.3% | +28.7% | -20.5% | -6.7% |
| 1Y | -0.8% | +45.5% | -46.3% | -19.9% |
| 3Y | +24.4% | +16.4% | +8.0% | +4.4% |
| All | +55.4% | -31.3% | +86.7% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling