-51.2%
TEAM vs IOT
+55.2%
-106.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.5% | +2.7% |
| 7D | -4.7% | +5.1% | -9.7% | -7.2% |
| 30D | +17.0% | -3.0% | +20.1% | +18.7% |
| 3M | +85.9% | +15.0% | +70.9% | +75.1% |
| 6M | +116.7% | +13.1% | +103.5% | +107.8% |
| YTD | +9.6% | +9.0% | +0.6% | +5.5% |
| 1Y | -2.5% | +0.1% | -2.7% | -3.7% |
| 3Y | -14.0% | +26.4% | -40.4% | -31.1% |
| All | -51.2% | +55.2% | -106.4% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling