+38.0%
IWM vs IOT
+69.6%
-31.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +1.9% | +1.5% | +0.4% | +1.5% |
| 3M | -5.7% | +4.8% | -10.5% | -6.8% |
| 6M | -0.3% | +45.3% | -45.6% | -7.8% |
| YTD | +15.8% | +19.2% | -3.4% | +9.4% |
| 1Y | +17.1% | +6.1% | +11.0% | +12.8% |
| 3Y | +73.1% | +76.0% | -2.9% | +46.0% |
| All | +38.0% | +69.6% | -31.7% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling