-62.0%
ALNY vs IOT
+8.2%
-70.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.4% |
| 7D | -30.7% | -0.5% | -30.2% | -30.6% |
| 30D | -26.7% | +1.0% | -27.7% | -26.8% |
| 3M | -26.4% | +10.9% | -37.4% | -27.1% |
| 6M | -45.9% | +39.9% | -85.8% | -46.5% |
| YTD | -59.5% | +20.8% | -80.3% | -58.6% |
| 1Y | -62.0% | +10.6% | -72.5% | -60.2% |
| All | -62.0% | +8.2% | -70.1% | -60.2% |
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 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