+40.4%
IWM vs IOT
+54.1%
-13.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | -4.5% | +2.1% | -1.7% |
| 30D | -4.6% | -2.4% | -2.1% | -4.3% |
| 3M | -0.3% | +19.0% | -19.3% | -3.9% |
| 6M | +14.7% | +19.6% | -4.9% | +9.5% |
| YTD | +17.8% | +8.3% | +9.6% | +13.4% |
| 1Y | +21.2% | -0.8% | +22.0% | +18.1% |
| 3Y | +62.3% | +24.4% | +37.9% | +45.3% |
| All | +40.4% | +54.1% | -13.7% | +8.3% |
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