+43.2%
TER vs IOT
+8.2%
+35.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.1% | -11.0% | -5.8% |
| 7D | -19.9% | -0.5% | -19.4% | -19.9% |
| 30D | -43.5% | +1.0% | -44.5% | -43.3% |
| 3M | -37.8% | +10.9% | -48.7% | -35.2% |
| 6M | -25.6% | +39.9% | -65.5% | -17.0% |
| YTD | +29.8% | +20.8% | +9.1% | +51.5% |
| 1Y | +43.2% | +10.6% | +32.6% | +70.2% |
| All | +43.2% | +8.2% | +35.0% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling