-44.8%
W vs IOT
+69.6%
-114.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.7% |
| 7D | -7.4% | -1.3% | -6.1% | -6.6% |
| 30D | +7.8% | +1.5% | +6.3% | +7.1% |
| 3M | +10.9% | +4.8% | +6.1% | +7.0% |
| 6M | +86.4% | +45.3% | +41.1% | +46.1% |
| YTD | +14.0% | +19.2% | -5.2% | -4.6% |
| 1Y | +3.5% | +6.1% | -2.5% | -8.5% |
| 3Y | +164.8% | +76.0% | +88.8% | +56.0% |
| All | -44.8% | +69.6% | -114.4% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling