+257.6%
ALAB vs IOT
+14.0%
+243.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +16.3% | +0.9% | +15.4% | +16.1% |
| 30D | -26.1% | +1.4% | -27.5% | -26.5% |
| 3M | -31.3% | +0.5% | -31.8% | -32.3% |
| 6M | -1.0% | +50.3% | -51.3% | -22.5% |
| YTD | +33.3% | +16.7% | +16.7% | +14.3% |
| 1Y | +53.5% | +6.8% | +46.7% | +38.0% |
| All | +257.6% | +14.0% | +243.6% | +192.4% |
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 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