+56.5%
IOT vs UL
+24.6%
+31.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.1% | -3.6% |
| 7D | +5.1% | -3.2% | +8.3% | +5.4% |
| 30D | -3.0% | -0.6% | -2.4% | -3.0% |
| 3M | +15.0% | +9.4% | +5.5% | +14.2% |
| 6M | +13.1% | -4.1% | +17.3% | +13.9% |
| YTD | +9.0% | -2.0% | +11.0% | +9.1% |
| 1Y | +0.1% | -9.0% | +9.1% | +1.3% |
| 3Y | +26.4% | +21.8% | +4.6% | +17.0% |
| All | +56.5% | +24.6% | +31.9% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling