+152.4%
TRV vs IOT
+55.2%
+97.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.1% | +0.4% |
| 7D | +0.2% | +5.1% | -4.9% | +0.1% |
| 30D | -2.3% | -3.0% | +0.7% | -2.3% |
| 3M | +22.7% | +15.0% | +7.7% | +22.4% |
| 6M | +21.9% | +13.1% | +8.8% | +21.6% |
| YTD | +27.5% | +9.0% | +18.4% | +27.2% |
| 1Y | +36.2% | +0.1% | +36.1% | +36.0% |
| 3Y | +140.6% | +26.4% | +114.2% | +139.6% |
| All | +152.4% | +55.2% | +97.2% | +149.0% |
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