+76.6%
T vs IOT
+66.1%
+10.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +0.9% | +1.6% | +2.5% |
| 30D | -3.8% | +1.4% | -5.1% | -3.8% |
| 3M | -8.7% | +0.5% | -9.3% | -8.8% |
| 6M | -8.1% | +50.3% | -58.4% | -8.3% |
| YTD | -6.4% | +16.7% | -23.1% | -6.4% |
| 1Y | -9.8% | +6.8% | -16.6% | -9.6% |
| 3Y | +65.5% | +75.5% | -10.0% | +63.3% |
| All | +76.6% | +66.1% | +10.5% | +65.6% |
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