-14.4%
LOW vs IOT
+61.2%
-75.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.4% | +2.8% | -2.4% | 0.0% |
| 30D | -10.1% | -1.8% | -8.3% | -10.0% |
| 3M | -2.9% | +17.9% | -20.7% | -5.0% |
| 6M | -19.4% | +13.5% | -33.0% | -21.3% |
| YTD | -15.4% | +13.3% | -28.7% | -17.9% |
| 1Y | -24.9% | -3.3% | -21.6% | -25.9% |
| 3Y | -7.8% | +31.3% | -39.2% | -15.6% |
| All | -14.4% | +61.2% | -75.7% | -29.8% |
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