+140.0%
TRV vs IOT
+24.0%
+116.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.5% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | -1.8% | -4.7% | +2.9% | -1.7% |
| 3M | +21.6% | +17.8% | +3.8% | +21.1% |
| 6M | +22.5% | +16.8% | +5.6% | +21.8% |
| YTD | +28.1% | +8.4% | +19.7% | +27.8% |
| 1Y | +37.0% | -0.8% | +37.8% | +36.8% |
| All | +140.0% | +24.0% | +116.0% | +139.9% |
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