+44.9%
RSP vs IOT
+54.4%
-9.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | -3.4% | -4.7% | +1.3% | -3.0% |
| 3M | +3.6% | +17.8% | -14.2% | +1.3% |
| 6M | +9.0% | +16.8% | -7.9% | +6.1% |
| YTD | +12.2% | +8.4% | +3.8% | +9.5% |
| 1Y | +15.6% | -0.8% | +16.4% | +13.7% |
| 3Y | +51.6% | +25.7% | +25.9% | +40.4% |
| All | +44.9% | +54.4% | -9.5% | +20.6% |
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