+56.5%
IOT vs RVTY
-31.5%
+88.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.6% |
| 7D | +5.1% | -5.4% | +10.5% | +7.6% |
| 30D | -3.0% | +6.7% | -9.8% | -6.0% |
| 3M | +15.0% | +19.0% | -4.1% | +4.8% |
| 6M | +13.1% | +34.6% | -21.5% | -3.9% |
| YTD | +9.0% | +28.3% | -19.2% | -5.8% |
| 1Y | +0.1% | +46.0% | -45.9% | -19.4% |
| 3Y | +26.4% | +16.9% | +9.6% | +5.7% |
| All | +56.5% | -31.5% | +88.0% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling