+260.3%
TPR vs IOT
+69.6%
+190.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | +6.4% | -1.3% | +7.7% | +6.6% |
| 30D | +13.8% | +1.5% | +12.3% | +13.1% |
| 3M | -16.6% | +4.8% | -21.4% | -18.1% |
| 6M | +0.7% | +45.3% | -44.6% | -8.8% |
| YTD | +5.3% | +19.2% | -13.8% | -2.4% |
| 1Y | +32.4% | +6.1% | +26.3% | +25.5% |
| 3Y | +406.4% | +76.0% | +330.4% | +303.1% |
| All | +260.3% | +69.6% | +190.7% | +135.7% |
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