+124.5%
TER vs IOT
+61.4%
+63.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.7% | +4.8% |
| 7D | +0.6% | -2.3% | +3.0% | +1.0% |
| 30D | -8.3% | +3.8% | -12.1% | -9.1% |
| 3M | -12.2% | +14.2% | -26.4% | -15.6% |
| 6M | +17.1% | +40.1% | -23.0% | +4.5% |
| YTD | +84.7% | +13.4% | +71.3% | +72.5% |
| 1Y | +199.9% | +12.2% | +187.8% | +179.3% |
| 3Y | +232.8% | +30.0% | +202.8% | +181.1% |
| All | +124.5% | +61.4% | +63.1% | +55.9% |
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