+23.4%
IR vs IOT
+54.4%
-30.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -14.0% | -4.7% | -9.3% | -13.5% |
| 3M | +3.7% | +17.8% | -14.0% | +0.7% |
| 6M | -15.4% | +16.8% | -32.2% | -18.4% |
| YTD | -7.7% | +8.4% | -16.1% | -10.7% |
| 1Y | -8.8% | -0.8% | -8.0% | -10.8% |
| 3Y | +5.6% | +25.7% | -20.2% | -4.0% |
| All | +23.4% | +54.4% | -30.9% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling