-4.0%
RKT vs IOT
+54.1%
-58.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.3% | -4.5% | -1.7% | -5.2% |
| 30D | -6.2% | -2.4% | -3.8% | -5.8% |
| 3M | -1.9% | +19.0% | -20.8% | -6.5% |
| 6M | -13.0% | +19.6% | -32.6% | -18.2% |
| YTD | -31.9% | +8.3% | -40.2% | -35.2% |
| 1Y | -37.6% | -0.8% | -36.8% | -39.6% |
| 3Y | +36.8% | +24.4% | +12.4% | +15.6% |
| All | -4.0% | +54.1% | -58.2% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling