+55.4%
IOT vs USFR
+20.6%
+34.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | +0.1% |
| 7D | -4.5% | +0.1% | -4.7% | -4.1% |
| 30D | -2.4% | +0.4% | -2.8% | -1.3% |
| 3M | +19.0% | +1.0% | +17.9% | +22.9% |
| 6M | +19.6% | +2.0% | +17.7% | +28.0% |
| YTD | +8.3% | +2.8% | +5.5% | +19.8% |
| 1Y | -0.8% | +4.1% | -4.9% | +16.5% |
| 3Y | +24.4% | +14.1% | +10.3% | +162.0% |
| All | +55.4% | +20.6% | +34.8% | +414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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