-68.8%
U vs IOT
+54.1%
-122.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.6% | +4.6% |
| 7D | +5.5% | -4.5% | +10.0% | +8.2% |
| 30D | -1.3% | -2.4% | +1.2% | -0.5% |
| 3M | +64.6% | +19.0% | +45.6% | +45.7% |
| 6M | +119.4% | +19.6% | +99.7% | +89.6% |
| YTD | -0.5% | +8.3% | -8.7% | -10.9% |
| 1Y | +1.3% | -0.8% | +2.1% | -5.6% |
| 3Y | +15.6% | +24.4% | -8.8% | -19.7% |
| All | -68.8% | +54.1% | -122.9% | -86.0% |
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 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