+141.3%
TER vs IOT
+55.2%
+86.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.7% | +6.9% | +3.8% |
| 7D | +12.4% | +5.1% | +7.3% | +11.3% |
| 30D | +5.1% | -3.0% | +8.2% | +5.5% |
| 3M | +4.0% | +15.0% | -11.0% | -0.4% |
| 6M | +29.5% | +13.1% | +16.4% | +22.7% |
| YTD | +98.5% | +9.0% | +89.4% | +86.6% |
| 1Y | +234.1% | +0.1% | +234.0% | +220.3% |
| 3Y | +289.0% | +26.4% | +262.6% | +229.8% |
| All | +141.3% | +55.2% | +86.1% | +68.6% |
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