+0.6%
RKT vs IOT
+61.2%
-60.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +6.0% | +2.8% | +3.2% | +5.1% |
| 30D | +0.7% | -1.8% | +2.4% | +0.9% |
| 3M | +11.8% | +17.9% | -6.1% | +6.8% |
| 6M | -7.6% | +13.5% | -21.2% | -12.1% |
| YTD | -28.7% | +13.3% | -41.9% | -32.9% |
| 1Y | -32.6% | -3.3% | -29.2% | -34.3% |
| 3Y | +42.1% | +31.3% | +10.8% | +18.5% |
| All | +0.6% | +61.2% | -60.7% | -35.5% |
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