+33.4%
USB vs IOT
+66.5%
-33.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.4% |
| 30D | +6.4% | -0.2% | +6.7% | +6.4% |
| 3M | -4.5% | +4.0% | -8.5% | -5.1% |
| 6M | +11.4% | +39.4% | -28.0% | +6.6% |
| YTD | +17.1% | +16.9% | +0.2% | +13.3% |
| 1Y | +32.6% | +4.1% | +28.5% | +29.9% |
| 3Y | +101.8% | +72.7% | +29.1% | +83.4% |
| All | +33.4% | +66.5% | -33.1% | +16.3% |
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