+1.3%
NOW vs IOT
+55.2%
-53.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -0.9% |
| 7D | -4.1% | +5.1% | -9.2% | -5.9% |
| 30D | +2.9% | -3.0% | +5.9% | +4.1% |
| 3M | +22.6% | +15.0% | +7.6% | +16.4% |
| 6M | +7.5% | +13.1% | -5.6% | +3.6% |
| YTD | -14.4% | +9.0% | -23.4% | -17.3% |
| 1Y | -29.8% | +0.1% | -29.9% | -30.8% |
| 3Y | +9.2% | +26.4% | -17.2% | -5.9% |
| All | +1.3% | +55.2% | -53.9% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling