+16.6%
ON vs IOT
+54.1%
-37.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.5% |
| 7D | +2.4% | -4.5% | +6.9% | +3.4% |
| 30D | -8.6% | -2.4% | -6.2% | -8.3% |
| 3M | -34.3% | +19.0% | -53.3% | -38.3% |
| 6M | +28.5% | +19.6% | +8.9% | +18.6% |
| YTD | +40.6% | +8.3% | +32.3% | +31.1% |
| 1Y | +55.3% | -0.8% | +56.1% | +47.8% |
| 3Y | -22.2% | +24.4% | -46.6% | -35.4% |
| All | +16.6% | +54.1% | -37.5% | -19.9% |
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