+221.4%
URI vs IOT
+64.6%
+156.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -9.8% | -2.6% | -7.2% | -9.4% |
| 30D | +1.7% | +1.2% | +0.6% | +1.4% |
| 3M | -9.1% | +7.2% | -16.3% | -10.6% |
| 6M | +9.9% | +41.7% | -31.8% | +1.1% |
| YTD | +31.2% | +15.6% | +15.6% | +23.2% |
| 1Y | +25.9% | +7.6% | +18.4% | +19.8% |
| 3Y | +147.4% | +69.8% | +77.6% | +105.8% |
| All | +221.4% | +64.6% | +156.8% | +141.0% |
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 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