+13.5%
O vs IOT
+54.4%
-40.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -3.5% | -0.8% | -2.7% | -3.5% |
| 30D | -3.3% | -4.7% | +1.3% | -3.1% |
| 3M | -2.8% | +17.8% | -20.6% | -3.8% |
| 6M | -5.8% | +16.8% | -22.6% | -6.9% |
| YTD | +9.4% | +8.4% | +1.0% | +8.3% |
| 1Y | +5.7% | -0.8% | +6.5% | +5.0% |
| 3Y | +27.2% | +25.7% | +1.5% | +21.3% |
| All | +13.5% | +54.4% | -40.8% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling