+65.5%
T vs IOT
+75.3%
-9.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | +1.6% | +0.6% | +1.1% | +1.7% |
| 30D | -2.9% | +0.1% | -3.1% | -2.9% |
| 3M | -7.5% | +5.0% | -12.5% | -7.4% |
| 6M | -9.9% | +47.0% | -57.0% | -9.1% |
| YTD | -6.4% | +16.6% | -23.0% | -5.6% |
| 1Y | -9.4% | +4.8% | -14.2% | -8.6% |
| All | +65.5% | +75.3% | -9.8% | +65.8% |
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