-46.0%
W vs IOT
+66.1%
-112.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.2% | +0.9% | -0.8% | -0.2% |
| 30D | +6.8% | +1.4% | +5.4% | +6.2% |
| 3M | +10.7% | +0.5% | +10.1% | +9.3% |
| 6M | +86.3% | +50.3% | +36.1% | +43.4% |
| YTD | +11.5% | +16.7% | -5.2% | -5.7% |
| 1Y | +5.1% | +6.8% | -1.7% | -7.7% |
| 3Y | +171.0% | +75.5% | +95.5% | +59.6% |
| All | -46.0% | +66.1% | -112.1% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling