+7.5%
IR vs IOT
+24.7%
-17.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.6% |
| 7D | -1.9% | +5.1% | -6.9% | -2.4% |
| 30D | -15.0% | -3.0% | -12.0% | -14.8% |
| 3M | -0.4% | +15.0% | -15.4% | -2.5% |
| 6M | -15.0% | +13.1% | -28.2% | -17.1% |
| YTD | -7.1% | +9.0% | -16.1% | -9.2% |
| 1Y | -7.5% | +0.1% | -7.7% | -8.7% |
| All | +7.5% | +24.7% | -17.2% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling