-2.1%
TLT vs IOT
+24.0%
-26.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.2% |
| 3M | -3.7% | +17.8% | -21.5% | -4.3% |
| 6M | -6.4% | +16.8% | -23.2% | -7.0% |
| YTD | -4.5% | +8.4% | -12.9% | -4.9% |
| 1Y | -5.9% | -0.8% | -5.1% | -6.2% |
| All | -2.1% | +24.0% | -26.1% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling