+65.6%
IWM vs IOT
+29.6%
+36.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +1.4% | +2.8% | -1.4% | +0.9% |
| 30D | -2.3% | -1.8% | -0.5% | -2.2% |
| 3M | +4.0% | +17.9% | -13.9% | +0.7% |
| 6M | +17.9% | +13.5% | +4.4% | +14.1% |
| YTD | +20.2% | +13.3% | +6.9% | +15.5% |
| 1Y | +25.0% | -3.3% | +28.3% | +23.4% |
| All | +65.6% | +29.6% | +36.0% | +43.6% |
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 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