-52.0%
W vs IOT
+61.4%
-113.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +0.6% |
| 7D | -4.2% | -2.3% | -1.8% | -3.1% |
| 30D | -7.6% | +3.8% | -11.4% | -9.9% |
| 3M | +37.2% | +14.2% | +23.0% | +25.2% |
| 6M | +26.3% | +40.1% | -13.8% | -1.7% |
| YTD | -1.0% | +13.4% | -14.4% | -14.5% |
| 1Y | +20.1% | +12.2% | +7.9% | +1.6% |
| 3Y | +37.8% | +30.0% | +7.8% | -2.2% |
| All | -52.0% | +61.4% | -113.5% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling