+20.1%
W vs IOT
+14.9%
+5.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +1.7% |
| 7D | -4.2% | -2.3% | -1.8% | -3.7% |
| 30D | -7.6% | +3.8% | -11.4% | -8.5% |
| 3M | +37.2% | +14.2% | +23.0% | +32.3% |
| 6M | +26.3% | +40.1% | -13.8% | +14.4% |
| YTD | -1.0% | +13.4% | -14.4% | -5.3% |
| 1Y | +20.1% | +12.2% | +7.9% | +12.4% |
| All | +20.1% | +14.9% | +5.2% | +12.4% |
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