+384.5%
ALAB vs IOT
+6.5%
+378.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.8% | +5.5% |
| 7D | +9.6% | +5.1% | +4.6% | +7.6% |
| 30D | -5.3% | -3.0% | -2.2% | -4.3% |
| 3M | -12.0% | +15.0% | -27.0% | -19.5% |
| 6M | +145.7% | +13.1% | +132.6% | +119.6% |
| YTD | +80.7% | +9.0% | +71.6% | +60.8% |
| 1Y | +40.1% | +0.1% | +40.0% | +31.1% |
| All | +384.5% | +6.5% | +378.0% | +311.3% |
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