+267.2%
ALAB vs IOT
+13.9%
+253.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.6% |
| 7D | +26.9% | +0.6% | +26.4% | +26.8% |
| 30D | -30.0% | +0.1% | -30.1% | -30.0% |
| 3M | -28.5% | +5.0% | -33.6% | -30.8% |
| 6M | +11.4% | +47.0% | -35.6% | -11.9% |
| YTD | +36.9% | +16.6% | +20.4% | +17.5% |
| 1Y | +44.4% | +4.8% | +39.6% | +31.5% |
| All | +267.2% | +13.9% | +253.3% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling