+10.6%
IOT vs UL
+1.7%
+8.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.9% | +4.0% |
| 7D | -0.5% | +4.7% | -5.1% | -0.6% |
| 30D | +1.0% | +11.6% | -10.6% | +0.7% |
| 3M | +10.9% | +5.3% | +5.6% | +10.6% |
| 6M | +39.9% | +16.0% | +23.9% | +42.4% |
| YTD | +20.8% | +5.0% | +15.8% | +19.7% |
| 1Y | +10.6% | +1.1% | +9.4% | +13.5% |
| All | +10.6% | +1.7% | +8.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling