-20.6%
NOW vs IOT
+69.6%
-90.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.4% |
| 30D | -27.0% | +1.6% | -28.7% | -27.2% |
| 3M | -17.7% | +3.3% | -21.0% | -18.6% |
| 6M | +12.7% | +42.0% | -29.3% | -0.2% |
| YTD | -32.9% | +19.1% | -52.0% | -37.2% |
| 1Y | -40.4% | +8.8% | -49.1% | -42.7% |
| 3Y | -17.1% | +79.2% | -96.3% | -36.0% |
| All | -20.6% | +69.6% | -90.2% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling