+39.2%
RDW vs IOT
+54.1%
-14.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.9% | -4.5% | +5.4% | +2.4% |
| 30D | -21.3% | -2.4% | -18.8% | -20.9% |
| 3M | -37.9% | +19.0% | -56.8% | -42.6% |
| 6M | +12.3% | +19.6% | -7.4% | +1.7% |
| YTD | +39.7% | +8.3% | +31.5% | +28.2% |
| 1Y | +25.7% | -0.8% | +26.5% | +19.3% |
| 3Y | +230.8% | +24.4% | +206.4% | +187.8% |
| All | +39.2% | +54.1% | -14.9% | -3.5% |
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