-17.4%
ABT vs IOT
+54.1%
-71.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -5.9% | -4.5% | -1.4% | -5.7% |
| 30D | -8.1% | -2.4% | -5.6% | -8.0% |
| 3M | +14.5% | +19.0% | -4.4% | +13.2% |
| 6M | -6.3% | +19.6% | -25.9% | -7.6% |
| YTD | -17.1% | +8.3% | -25.4% | -18.0% |
| 1Y | -21.4% | -0.8% | -20.6% | -22.0% |
| 3Y | +5.9% | +24.4% | -18.5% | +0.9% |
| All | -17.4% | +54.1% | -71.6% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling