+230.8%
RDW vs IOT
+23.8%
+207.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.9% | -4.5% | +5.4% | +2.6% |
| 30D | -21.3% | -2.4% | -18.8% | -20.9% |
| 3M | -37.9% | +19.0% | -56.8% | -43.2% |
| 6M | +12.3% | +19.6% | -7.4% | +0.1% |
| YTD | +39.7% | +8.3% | +31.5% | +26.6% |
| 1Y | +25.7% | -0.8% | +26.5% | +18.9% |
| 3Y | +230.8% | +24.4% | +206.4% | +203.9% |
| All | +230.8% | +23.8% | +207.0% | +203.9% |
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 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