+30.5%
USB vs IOT
+64.6%
-34.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | 0.0% | -2.6% | +2.6% | +0.3% |
| 30D | +5.8% | +1.2% | +4.7% | +5.6% |
| 3M | -6.0% | +7.2% | -13.2% | -6.9% |
| 6M | +7.8% | +41.7% | -33.9% | +3.0% |
| YTD | +14.6% | +15.6% | -1.0% | +11.0% |
| 1Y | +31.8% | +7.6% | +24.2% | +28.5% |
| 3Y | +91.5% | +69.8% | +21.8% | +74.3% |
| All | +30.5% | +64.6% | -34.0% | +13.9% |
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