+29.5%
ALNY vs IOT
+54.4%
-24.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.0% |
| 7D | -6.4% | -0.8% | -5.6% | -6.3% |
| 30D | +11.9% | -4.7% | +16.6% | +12.4% |
| 3M | -15.0% | +17.8% | -32.8% | -17.1% |
| 6M | -23.2% | +16.8% | -40.1% | -25.6% |
| YTD | -37.8% | +8.4% | -46.2% | -39.3% |
| 1Y | -47.3% | -0.8% | -46.5% | -48.2% |
| 3Y | +22.9% | +25.7% | -2.9% | +9.5% |
| All | +29.5% | +54.4% | -24.8% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling