-59.2%
TE vs IOT
+54.1%
-113.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +0.2% | -4.5% | +4.7% | +2.0% |
| 30D | -5.9% | -2.4% | -3.5% | -5.2% |
| 3M | -45.6% | +19.0% | -64.5% | -50.6% |
| 6M | -43.4% | +19.6% | -63.0% | -49.9% |
| YTD | -31.0% | +8.3% | -39.3% | -38.3% |
| 1Y | +145.2% | -0.8% | +146.0% | +127.8% |
| 3Y | -24.1% | +24.4% | -48.5% | -38.5% |
| All | -59.2% | +54.1% | -113.4% | -75.4% |
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