+83.2%
V vs IOT
+61.4%
+21.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.4% |
| 7D | -1.7% | -2.3% | +0.6% | -1.5% |
| 30D | +2.0% | +3.8% | -1.8% | +1.4% |
| 3M | +17.4% | +14.2% | +3.2% | +15.3% |
| 6M | +17.5% | +40.1% | -22.6% | +12.2% |
| YTD | +7.6% | +13.4% | -5.8% | +4.8% |
| 1Y | +7.7% | +12.2% | -4.4% | +4.3% |
| 3Y | +54.7% | +30.0% | +24.7% | +43.0% |
| All | +83.2% | +61.4% | +21.7% | +49.8% |
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