+65.9%
TER vs IOT
+65.9%
-0.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | +24.0% | +0.6% | +23.4% | +23.9% |
| 30D | -30.6% | +0.1% | -30.8% | -30.6% |
| 3M | -34.5% | +5.0% | -39.5% | -35.5% |
| 6M | -26.4% | +47.0% | -73.4% | -33.6% |
| YTD | +36.4% | +16.6% | +19.9% | +26.2% |
| 1Y | +47.4% | +4.8% | +42.6% | +39.8% |
| 3Y | +202.6% | +72.2% | +130.4% | +138.3% |
| All | +65.9% | +65.9% | -0.1% | +14.0% |
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