+213.3%
URI vs IOT
+55.2%
+158.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.1% | +2.0% |
| 7D | +5.0% | +5.1% | -0.1% | +4.1% |
| 30D | -9.4% | -3.0% | -6.4% | -9.1% |
| 3M | -5.8% | +15.0% | -20.8% | -9.1% |
| 6M | +25.8% | +13.1% | +12.7% | +20.2% |
| YTD | +27.9% | +9.0% | +18.9% | +21.7% |
| 1Y | +9.7% | +0.1% | +9.6% | +5.8% |
| 3Y | +128.0% | +26.4% | +101.6% | +100.7% |
| All | +213.3% | +55.2% | +158.0% | +138.0% |
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