+48.8%
RSP vs IOT
+61.4%
-12.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.9% |
| 7D | -0.8% | -2.3% | +1.6% | -0.6% |
| 30D | -0.3% | +3.8% | -4.1% | -0.9% |
| 3M | +4.3% | +14.2% | -9.9% | +2.3% |
| 6M | +8.8% | +40.1% | -31.3% | +3.4% |
| YTD | +15.3% | +13.4% | +1.9% | +12.0% |
| 1Y | +18.3% | +12.2% | +6.1% | +14.5% |
| 3Y | +52.8% | +30.0% | +22.8% | +40.9% |
| All | +48.8% | +61.4% | -12.6% | +23.3% |
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