+55.4%
IOT vs UL
+23.7%
+31.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -4.5% | -3.4% | -1.1% | -4.2% |
| 30D | -2.4% | +0.5% | -2.9% | -2.5% |
| 3M | +19.0% | +7.2% | +11.7% | +18.4% |
| 6M | +19.6% | -3.1% | +22.7% | +20.3% |
| YTD | +8.3% | -2.7% | +11.0% | +8.4% |
| 1Y | -0.8% | -10.2% | +9.4% | +0.6% |
| 3Y | +24.4% | +20.3% | +4.2% | +15.4% |
| All | +55.4% | +23.7% | +31.7% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling