-30.2%
RIG vs IOT
+23.8%
-54.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -3.1% | -4.5% | +1.5% | -2.6% |
| 30D | -0.5% | -2.4% | +1.9% | -0.4% |
| 3M | -6.0% | +19.0% | -24.9% | -8.8% |
| 6M | -10.1% | +19.6% | -29.8% | -13.5% |
| YTD | +37.3% | +8.3% | +29.0% | +32.8% |
| 1Y | +73.9% | -0.8% | +74.7% | +70.0% |
| 3Y | -30.2% | +24.4% | -54.6% | -37.3% |
| All | -30.2% | +23.8% | -54.0% | -37.3% |
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