+33.0%
USB vs IOT
+7.8%
+25.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.5% | +2.5% |
| 7D | +0.8% | +0.8% | 0.0% | +0.8% |
| 30D | +6.8% | +1.6% | +5.1% | +6.7% |
| 3M | -3.8% | +3.3% | -7.1% | -3.8% |
| 6M | +11.7% | +42.0% | -30.3% | +11.3% |
| YTD | +17.5% | +19.1% | -1.6% | +18.6% |
| All | +33.0% | +7.8% | +25.2% | +37.2% |
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