+153.8%
TRV vs IOT
+54.4%
+99.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | +21.6% | +17.8% | +3.8% | +21.3% |
| 6M | +22.5% | +16.8% | +5.6% | +22.1% |
| YTD | +28.1% | +8.4% | +19.7% | +27.9% |
| 1Y | +37.0% | -0.8% | +37.8% | +36.8% |
| 3Y | +141.9% | +25.7% | +116.1% | +140.9% |
| All | +153.8% | +54.4% | +99.4% | +150.3% |
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