-21.1%
LOW vs IOT
+14.9%
-36.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.5% | +1.1% |
| 7D | -1.7% | -2.3% | +0.6% | -1.7% |
| 30D | -7.0% | +3.8% | -10.8% | -7.2% |
| 3M | -0.9% | +14.2% | -15.0% | -1.3% |
| 6M | -20.1% | +40.1% | -60.2% | -20.8% |
| YTD | -13.9% | +13.4% | -27.3% | -13.1% |
| 1Y | -21.1% | +12.2% | -33.3% | -21.0% |
| All | -21.1% | +14.9% | -36.0% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling