-16.3%
ABT vs IOT
+54.4%
-70.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -5.0% | -0.8% | -4.2% | -5.0% |
| 30D | -5.8% | -4.7% | -1.1% | -5.6% |
| 3M | +16.7% | +17.8% | -1.0% | +15.5% |
| 6M | -5.2% | +16.8% | -22.1% | -6.5% |
| YTD | -16.0% | +8.4% | -24.4% | -16.9% |
| 1Y | -18.3% | -0.8% | -17.5% | -18.9% |
| 3Y | +9.2% | +25.7% | -16.5% | +3.9% |
| All | -16.3% | +54.4% | -70.7% | -26.5% |
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 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