-36.3%
TLT vs IOT
+66.1%
-102.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | +0.9% | -4.0% | -3.1% |
| 30D | +1.0% | +1.4% | -0.3% | +1.0% |
| 3M | -2.7% | +0.5% | -3.3% | -2.8% |
| 6M | -4.1% | +50.3% | -54.4% | -5.2% |
| YTD | -5.4% | +16.7% | -22.0% | -6.0% |
| 1Y | -7.0% | +6.8% | -13.8% | -7.5% |
| 3Y | +2.8% | +75.5% | -72.6% | +0.3% |
| All | -36.3% | +66.1% | -102.4% | -39.0% |
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