+7.5%
ON vs IOT
+54.4%
-46.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -4.7% | -0.8% | -3.9% | -4.6% |
| 30D | -13.5% | -4.7% | -8.8% | -12.8% |
| 3M | -36.3% | +17.8% | -54.1% | -40.0% |
| 6M | +17.8% | +16.8% | +0.9% | +9.4% |
| YTD | +29.6% | +8.4% | +21.2% | +20.7% |
| 1Y | +45.8% | -0.8% | +46.6% | +38.7% |
| 3Y | -28.3% | +25.7% | -54.1% | -40.7% |
| All | +7.5% | +54.4% | -46.9% | -26.2% |
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