+55.4%
IOT vs URA
+133.2%
-77.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +1.1% |
| 7D | -4.5% | -5.5% | +1.0% | -2.4% |
| 30D | -2.4% | -3.7% | +1.3% | -1.3% |
| 3M | +19.0% | -2.9% | +21.9% | +19.0% |
| 6M | +19.6% | -15.2% | +34.9% | +23.6% |
| YTD | +8.3% | +1.9% | +6.4% | -0.5% |
| 1Y | -0.8% | +6.9% | -7.7% | -13.6% |
| 3Y | +24.4% | +99.6% | -75.2% | -31.9% |
| All | +55.4% | +133.2% | -77.8% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling