+54.2%
RSP vs IOT
+30.1%
+24.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.4% | +2.8% | -3.2% | -0.7% |
| 30D | -1.5% | -1.8% | +0.3% | -1.4% |
| 3M | +4.8% | +17.9% | -13.1% | +2.7% |
| 6M | +10.3% | +13.5% | -3.3% | +8.1% |
| YTD | +14.1% | +13.3% | +0.8% | +11.4% |
| 1Y | +17.0% | -3.3% | +20.3% | +16.1% |
| 3Y | +54.2% | +31.3% | +22.8% | +41.9% |
| All | +54.2% | +30.1% | +24.1% | +41.9% |
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