+7.8%
BA vs IOT
+61.2%
-53.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | +2.8% | -0.3% | +2.0% |
| 30D | -10.1% | -1.8% | -8.3% | -10.0% |
| 3M | -2.4% | +17.9% | -20.3% | -5.6% |
| 6M | -8.8% | +13.5% | -22.4% | -11.9% |
| YTD | -2.9% | +13.3% | -16.2% | -6.9% |
| 1Y | -8.8% | -3.3% | -5.4% | -10.5% |
| 3Y | -0.3% | +31.3% | -31.6% | -11.3% |
| All | +7.8% | +61.2% | -53.4% | -21.1% |
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