-23.0%
NOW vs IOT
+66.5%
-89.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.2% | -2.4% |
| 7D | -8.7% | +0.8% | -9.6% | -9.0% |
| 30D | -29.3% | -0.2% | -29.0% | -28.9% |
| 3M | -21.8% | +4.0% | -25.8% | -22.8% |
| 6M | +9.2% | +39.4% | -30.1% | -2.6% |
| YTD | -35.0% | +16.9% | -51.9% | -38.7% |
| 1Y | -42.5% | +4.1% | -46.6% | -43.9% |
| 3Y | -21.5% | +72.7% | -94.2% | -38.6% |
| All | -23.0% | +66.5% | -89.5% | -48.7% |
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