-14.8%
ABT vs IOT
+55.2%
-70.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | -0.1% |
| 7D | -4.7% | +5.1% | -9.8% | -5.0% |
| 30D | -3.1% | -3.0% | -0.1% | -3.0% |
| 3M | +16.1% | +15.0% | +1.2% | +15.0% |
| 6M | -5.3% | +13.1% | -18.5% | -6.4% |
| YTD | -14.4% | +9.0% | -23.5% | -15.4% |
| 1Y | -18.4% | +0.1% | -18.5% | -19.1% |
| 3Y | +11.2% | +26.4% | -15.2% | +5.8% |
| All | -14.8% | +55.2% | -70.0% | -25.2% |
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