+138.8%
TER vs IOT
+54.1%
+84.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | +6.4% | -4.5% | +10.9% | +7.2% |
| 30D | -5.7% | -2.4% | -3.2% | -5.4% |
| 3M | -0.4% | +19.0% | -19.4% | -5.2% |
| 6M | +25.8% | +19.6% | +6.2% | +17.7% |
| YTD | +96.4% | +8.3% | +88.1% | +84.9% |
| 1Y | +229.2% | -0.8% | +230.0% | +216.2% |
| 3Y | +288.1% | +24.4% | +263.7% | +230.2% |
| All | +138.8% | +54.1% | +84.7% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling