+13.4%
O vs IOT
+54.1%
-40.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -2.9% | -4.5% | +1.7% | -2.6% |
| 30D | -4.5% | -2.4% | -2.1% | -4.5% |
| 3M | -2.6% | +19.0% | -21.6% | -3.7% |
| 6M | -5.6% | +19.6% | -25.3% | -6.9% |
| YTD | +9.3% | +8.3% | +1.0% | +8.1% |
| 1Y | +4.3% | -0.8% | +5.1% | +3.6% |
| 3Y | +27.4% | +24.4% | +3.0% | +21.6% |
| All | +13.4% | +54.1% | -40.7% | +0.5% |
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 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