-18.8%
OPEN vs IOT
+30.1%
-48.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +1.0% | +2.8% | -1.8% | -0.5% |
| 30D | -11.9% | -1.8% | -10.1% | -11.6% |
| 3M | -28.8% | +17.9% | -46.7% | -35.3% |
| 6M | -38.6% | +13.5% | -52.1% | -44.1% |
| YTD | -47.3% | +13.3% | -60.6% | -53.2% |
| 1Y | -49.2% | -3.3% | -45.8% | -51.1% |
| 3Y | -18.8% | +31.3% | -50.1% | -36.4% |
| All | -18.8% | +30.1% | -48.8% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling