-5.9%
ABT vs IOT
+8.2%
-14.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.1% | +1.4% | +5.4% |
| 7D | +12.5% | -0.5% | +13.0% | +12.5% |
| 30D | +16.1% | +1.0% | +15.1% | +16.0% |
| 3M | +10.2% | +10.9% | -0.7% | +9.8% |
| 6M | +33.7% | +39.9% | -6.2% | +32.6% |
| YTD | -5.5% | +20.8% | -26.3% | -5.9% |
| 1Y | -5.9% | +10.6% | -16.5% | -7.0% |
| All | -5.9% | +8.2% | -14.1% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling