-35.7%
TLT vs IOT
+54.4%
-90.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | -1.3% | -4.7% | +3.3% | -1.3% |
| 3M | -3.7% | +17.8% | -21.5% | -4.2% |
| 6M | -6.4% | +16.8% | -23.2% | -6.9% |
| YTD | -4.5% | +8.4% | -12.9% | -4.9% |
| 1Y | -5.9% | -0.8% | -5.1% | -6.2% |
| 3Y | -2.8% | +25.7% | -28.6% | -4.6% |
| All | -35.7% | +54.4% | -90.1% | -38.3% |
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