+37.9%
USB vs IOT
+61.4%
-23.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.6% |
| 7D | +1.4% | -2.3% | +3.8% | +1.6% |
| 30D | -1.3% | +3.8% | -5.1% | -1.8% |
| 3M | +15.2% | +14.2% | +1.1% | +13.2% |
| 6M | +18.8% | +40.1% | -21.3% | +13.2% |
| YTD | +21.0% | +13.4% | +7.6% | +17.7% |
| 1Y | +34.0% | +12.2% | +21.9% | +29.8% |
| 3Y | +95.3% | +30.0% | +65.3% | +81.9% |
| All | +37.9% | +61.4% | -23.6% | +20.8% |
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