+102.1%
NOK vs IOT
+54.1%
+48.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +11.0% | -4.5% | +15.5% | +11.5% |
| 30D | +7.8% | -2.4% | +10.3% | +8.0% |
| 3M | -21.0% | +19.0% | -40.0% | -23.0% |
| 6M | +40.9% | +19.6% | +21.2% | +36.7% |
| YTD | +72.0% | +8.3% | +63.8% | +68.1% |
| 1Y | +140.9% | -0.8% | +141.7% | +137.0% |
| 3Y | +194.3% | +24.4% | +169.8% | +168.3% |
| All | +102.1% | +54.1% | +48.0% | +62.2% |
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