-58.8%
TEAM vs IOT
+66.1%
-124.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.4% | +0.9% | -3.3% | -2.9% |
| 30D | -26.7% | +1.4% | -28.1% | -27.2% |
| 3M | -9.6% | +0.5% | -10.2% | -10.3% |
| 6M | +86.0% | +50.3% | +35.8% | +53.8% |
| YTD | -7.5% | +16.7% | -24.2% | -14.2% |
| 1Y | -1.4% | +6.8% | -8.2% | -5.5% |
| 3Y | -14.3% | +75.5% | -89.8% | -41.6% |
| All | -58.8% | +66.1% | -124.9% | -77.3% |
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