+358.7%
ALAB vs IOT
+6.0%
+352.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.1% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | -8.8% | -4.7% | -4.1% | -7.3% |
| 3M | -14.0% | +17.8% | -31.8% | -22.1% |
| 6M | +144.3% | +16.8% | +127.4% | +114.2% |
| YTD | +71.0% | +8.4% | +62.6% | +52.6% |
| 1Y | +23.5% | -0.8% | +24.3% | +16.0% |
| All | +358.7% | +6.0% | +352.7% | +290.2% |
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 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