-16.0%
TEAM vs IOT
+23.8%
-39.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.2% |
| 7D | -5.2% | -4.5% | -0.7% | -3.0% |
| 30D | +15.8% | -2.4% | +18.2% | +17.0% |
| 3M | +101.5% | +19.0% | +82.5% | +87.1% |
| 6M | +138.2% | +19.6% | +118.5% | +122.5% |
| YTD | +10.8% | +8.3% | +2.6% | +6.5% |
| 1Y | +1.7% | -0.8% | +2.5% | 0.0% |
| 3Y | -16.0% | +24.4% | -40.4% | -22.6% |
| All | -16.0% | +23.8% | -39.9% | -22.6% |
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 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