+217.7%
TPR vs IOT
+61.2%
+156.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -3.4% | +2.8% | -6.2% | -4.0% |
| 30D | -27.3% | -1.8% | -25.5% | -27.4% |
| 3M | -16.2% | +17.9% | -34.1% | -19.9% |
| 6M | -17.9% | +13.5% | -31.4% | -21.9% |
| YTD | -7.1% | +13.3% | -20.4% | -12.7% |
| 1Y | +13.6% | -3.3% | +16.9% | +10.1% |
| 3Y | +293.7% | +31.3% | +262.4% | +235.9% |
| All | +217.7% | +61.2% | +156.5% | +111.0% |
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 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