+9.1%
IR vs IOT
+8.2%
+0.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.6% | -0.3% |
| 7D | +11.6% | -0.5% | +12.0% | +11.6% |
| 30D | +7.2% | +1.0% | +6.2% | +7.2% |
| 3M | -5.9% | +10.9% | -16.8% | -5.3% |
| 6M | +11.5% | +39.9% | -28.4% | +14.2% |
| YTD | +6.3% | +20.8% | -14.4% | +12.3% |
| 1Y | +9.1% | +10.6% | -1.5% | +15.7% |
| All | +9.1% | +8.2% | +0.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling