-77.3%
OPEN vs IOT
+61.4%
-138.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -1.5% |
| 7D | -4.3% | -2.3% | -1.9% | -3.2% |
| 30D | -16.2% | +3.8% | -20.0% | -18.6% |
| 3M | -36.4% | +14.2% | -50.5% | -42.5% |
| 6M | -35.5% | +40.1% | -75.6% | -50.7% |
| YTD | -46.0% | +13.4% | -59.4% | -53.8% |
| 1Y | -47.1% | +12.2% | -59.3% | -55.0% |
| 3Y | -19.0% | +30.0% | -49.0% | -44.9% |
| All | -77.3% | +61.4% | -138.8% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling