-3.9%
RKT vs IOT
+54.4%
-58.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -7.2% | -0.8% | -6.4% | -7.1% |
| 30D | -7.9% | -4.7% | -3.2% | -6.9% |
| 3M | +5.2% | +17.8% | -12.6% | +0.5% |
| 6M | -14.9% | +16.8% | -31.7% | -19.6% |
| YTD | -31.9% | +8.4% | -40.3% | -35.2% |
| 1Y | -36.9% | -0.8% | -36.1% | -39.0% |
| 3Y | +35.7% | +25.7% | +10.0% | +14.4% |
| All | -3.9% | +54.4% | -58.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling