+91.7%
NET vs IOT
+71.9%
+19.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -4.9% |
| 7D | -16.4% | -0.5% | -15.9% | -16.3% |
| 30D | -25.8% | +1.0% | -26.8% | -26.5% |
| 3M | -11.5% | +10.9% | -22.4% | -17.4% |
| 6M | +18.9% | +39.9% | -21.0% | -5.0% |
| YTD | +35.2% | +20.8% | +14.5% | +14.4% |
| 1Y | +14.5% | +10.6% | +3.9% | +0.8% |
| 3Y | +313.8% | +71.0% | +242.8% | +142.4% |
| All | +91.7% | +71.9% | +19.8% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling