+54.8%
ON vs IOT
+14.9%
+39.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.8% | +1.2% |
| 7D | +2.4% | -2.3% | +4.8% | +2.3% |
| 30D | -3.3% | +3.8% | -7.1% | -3.0% |
| 3M | -43.6% | +14.2% | -57.7% | -42.3% |
| 6M | +19.0% | +40.1% | -21.2% | +19.1% |
| YTD | +37.4% | +13.4% | +24.0% | +43.9% |
| 1Y | +54.8% | +12.2% | +42.6% | +63.6% |
| All | +54.8% | +14.9% | +39.9% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling