-48.0%
TEAM vs IOT
+61.4%
-109.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.4% | -4.5% |
| 7D | -0.4% | -2.3% | +1.9% | +0.6% |
| 30D | +67.3% | +3.8% | +63.5% | +65.1% |
| 3M | +86.8% | +14.2% | +72.6% | +76.5% |
| 6M | +146.8% | +40.1% | +106.7% | +112.2% |
| YTD | +16.9% | +13.4% | +3.5% | +10.4% |
| 1Y | +12.8% | +12.2% | +0.6% | +4.4% |
| 3Y | -7.3% | +30.0% | -37.2% | -26.8% |
| All | -48.0% | +61.4% | -109.4% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling