-47.1%
OPEN vs IOT
+14.9%
-62.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.6% |
| 7D | -4.3% | -2.3% | -1.9% | -3.6% |
| 30D | -16.2% | +3.8% | -20.0% | -17.6% |
| 3M | -36.4% | +14.2% | -50.5% | -40.1% |
| 6M | -35.5% | +40.1% | -75.6% | -45.3% |
| YTD | -46.0% | +13.4% | -59.4% | -49.8% |
| 1Y | -47.1% | +12.2% | -59.3% | -50.6% |
| All | -47.1% | +14.9% | -62.0% | -50.6% |
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