+55.4%
IOT vs TRI
-8.7%
+64.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.3% |
| 7D | -4.5% | -7.9% | +3.4% | +0.6% |
| 30D | -2.4% | -4.5% | +2.1% | -0.2% |
| 3M | +19.0% | +22.1% | -3.1% | +1.4% |
| 6M | +19.6% | -2.8% | +22.4% | +18.5% |
| YTD | +8.3% | -23.4% | +31.7% | +26.1% |
| 1Y | -0.8% | -41.5% | +40.7% | +40.4% |
| 3Y | +24.4% | -19.2% | +43.6% | +15.4% |
| All | +55.4% | -8.7% | +64.1% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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