+250.4%
URI vs IOT
+69.6%
+180.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.8% |
| 7D | +2.4% | -1.3% | +3.7% | +2.7% |
| 30D | +8.9% | +1.5% | +7.4% | +8.5% |
| 3M | +0.8% | +4.8% | -4.0% | -0.5% |
| 6M | +23.1% | +45.3% | -22.2% | +12.9% |
| YTD | +43.1% | +19.2% | +23.9% | +33.7% |
| 1Y | +35.7% | +6.1% | +29.6% | +29.8% |
| 3Y | +158.2% | +76.0% | +82.2% | +113.6% |
| All | +250.4% | +69.6% | +180.8% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling