+34.4%
URI vs IOT
+5.2%
+29.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +6.7% | +0.9% | +5.8% | +6.8% |
| 30D | +8.9% | +1.4% | +7.5% | +9.1% |
| 3M | +0.5% | +0.5% | 0.0% | +0.7% |
| 6M | +20.7% | +50.3% | -29.6% | +28.1% |
| YTD | +40.0% | +16.7% | +23.4% | +46.9% |
| 1Y | +34.4% | +6.8% | +27.6% | +42.7% |
| All | +34.4% | +5.2% | +29.2% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling