+81.5%
NI vs IOT
+54.1%
+27.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | 0.0% | -4.5% | +4.6% | +0.1% |
| 30D | -1.4% | -2.4% | +1.1% | -1.4% |
| 3M | -10.6% | +19.0% | -29.6% | -11.0% |
| 6M | -9.3% | +19.6% | -29.0% | -9.9% |
| YTD | +1.1% | +8.3% | -7.1% | +0.7% |
| 1Y | +3.4% | -0.8% | +4.2% | +3.1% |
| 3Y | +67.9% | +24.4% | +43.5% | +65.0% |
| All | +81.5% | +54.1% | +27.4% | +73.2% |
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