+35.3%
W vs IOT
+24.7%
+10.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.7% |
| 7D | +5.9% | +5.1% | +0.8% | +3.6% |
| 30D | -3.0% | -3.0% | 0.0% | -2.2% |
| 3M | +40.3% | +15.0% | +25.4% | +30.1% |
| 6M | +32.2% | +13.1% | +19.1% | +21.0% |
| YTD | -0.3% | +9.0% | -9.3% | -9.1% |
| 1Y | +16.2% | +0.1% | +16.0% | +8.6% |
| All | +35.3% | +24.7% | +10.6% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling