-51.7%
W vs IOT
+55.2%
-106.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +2.1% |
| 7D | +5.9% | +5.1% | +0.8% | +3.1% |
| 30D | -3.0% | -3.0% | 0.0% | -2.1% |
| 3M | +40.3% | +15.0% | +25.4% | +27.5% |
| 6M | +32.2% | +13.1% | +19.1% | +17.9% |
| YTD | -0.3% | +9.0% | -9.3% | -12.1% |
| 1Y | +16.2% | +0.1% | +16.0% | +5.4% |
| 3Y | +40.7% | +26.4% | +14.3% | +1.1% |
| All | -51.7% | +55.2% | -106.9% | -77.4% |
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