+55.6%
IOT vs URA
+141.1%
-85.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +1.0% |
| 7D | -0.8% | -1.5% | +0.7% | -0.2% |
| 30D | -4.7% | -0.4% | -4.3% | -4.8% |
| 3M | +17.8% | +6.3% | +11.5% | +13.4% |
| 6M | +16.8% | -14.0% | +30.8% | +20.2% |
| YTD | +8.4% | +5.3% | +3.1% | -1.7% |
| 1Y | -0.8% | +11.7% | -12.5% | -15.2% |
| 3Y | +25.7% | +109.8% | -84.1% | -32.9% |
| All | +55.6% | +141.1% | -85.5% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling