+55.6%
IOT vs TRU
-31.0%
+86.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | -9.4% | +8.6% | +5.6% |
| 30D | -4.7% | -4.1% | -0.6% | -2.4% |
| 3M | +17.8% | +13.6% | +4.2% | +7.9% |
| 6M | +16.8% | +3.6% | +13.3% | +13.2% |
| YTD | +8.4% | -9.8% | +18.3% | +14.5% |
| 1Y | -0.8% | -13.6% | +12.8% | +6.6% |
| 3Y | +25.7% | -2.0% | +27.7% | +18.5% |
| All | +55.6% | -31.0% | +86.6% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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