+9.7%
URI vs IOT
-3.4%
+13.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.1% | +1.0% |
| 7D | +5.0% | +5.1% | -0.1% | +5.5% |
| 30D | -9.4% | -3.0% | -6.4% | -9.6% |
| 3M | -5.8% | +15.0% | -20.8% | -3.9% |
| 6M | +25.8% | +13.1% | +12.7% | +29.8% |
| YTD | +27.9% | +9.0% | +18.9% | +32.7% |
| 1Y | +9.7% | +0.1% | +9.6% | +14.3% |
| All | +9.7% | -3.4% | +13.1% | +14.3% |
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 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