-34.9%
TLT vs IOT
+55.2%
-90.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | -0.5% |
| 7D | -0.3% | +5.1% | -5.3% | -0.4% |
| 30D | 0.0% | -3.0% | +3.0% | 0.0% |
| 3M | -2.9% | +15.0% | -17.8% | -3.3% |
| 6M | -6.3% | +13.1% | -19.4% | -6.7% |
| YTD | -3.3% | +9.0% | -12.4% | -3.8% |
| 1Y | -4.2% | +0.1% | -4.3% | -4.5% |
| 3Y | -1.7% | +26.4% | -28.1% | -3.5% |
| All | -34.9% | +55.2% | -90.1% | -37.5% |
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