+209.1%
URI vs IOT
+61.2%
+147.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | +2.5% | +2.8% | -0.3% | +2.0% |
| 30D | -12.5% | -1.8% | -10.8% | -12.4% |
| 3M | -6.2% | +17.9% | -24.1% | -9.8% |
| 6M | +25.9% | +13.5% | +12.3% | +20.3% |
| YTD | +26.2% | +13.3% | +12.9% | +19.3% |
| 1Y | +5.5% | -3.3% | +8.8% | +2.7% |
| 3Y | +125.0% | +31.3% | +93.6% | +96.8% |
| All | +209.1% | +61.2% | +147.9% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling