+65.2%
ALAB vs IOT
+14.9%
+50.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.7% | +6.0% | +9.4% |
| 7D | +7.2% | -2.3% | +9.6% | +7.4% |
| 30D | -2.5% | +3.8% | -6.3% | -2.8% |
| 3M | -13.3% | +14.2% | -27.5% | -14.9% |
| 6M | +172.8% | +40.1% | +132.7% | +146.4% |
| YTD | +86.6% | +13.4% | +73.2% | +79.7% |
| 1Y | +65.2% | +12.2% | +53.0% | +64.6% |
| All | +65.2% | +14.9% | +50.3% | +64.6% |
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