-21.4%
NOW vs IOT
+14.9%
-36.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -5.1% |
| 7D | -2.4% | -2.3% | -0.1% | -1.2% |
| 30D | +20.5% | +3.8% | +16.7% | +17.8% |
| 3M | +18.3% | +14.2% | +4.2% | +8.9% |
| 6M | +24.1% | +40.1% | -16.1% | +5.1% |
| YTD | -7.8% | +13.4% | -21.2% | -18.6% |
| 1Y | -21.4% | +12.2% | -33.6% | -29.8% |
| All | -21.4% | +14.9% | -36.3% | -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 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