+17.9%
NOW vs IOT
+31.4%
-13.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -4.6% |
| 7D | -2.4% | -2.3% | -0.1% | -1.4% |
| 30D | +20.5% | +3.8% | +16.7% | +18.5% |
| 3M | +18.3% | +14.2% | +4.2% | +11.7% |
| 6M | +24.1% | +40.1% | -16.1% | +9.2% |
| YTD | -7.8% | +13.4% | -21.2% | -13.5% |
| 1Y | -21.4% | +12.2% | -33.6% | -27.1% |
| All | +17.9% | +31.4% | -13.5% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling