-11.3%
BA vs IOT
+64.6%
-75.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.1% | -2.6% | +3.7% | +1.5% |
| 30D | -7.9% | +1.2% | -9.1% | -8.2% |
| 3M | -25.3% | +7.2% | -32.5% | -26.5% |
| 6M | -24.6% | +41.7% | -66.3% | -29.7% |
| YTD | -20.1% | +15.6% | -35.7% | -23.8% |
| 1Y | -11.8% | +7.6% | -19.3% | -15.1% |
| 3Y | -10.1% | +69.8% | -79.9% | -23.7% |
| All | -11.3% | +64.6% | -75.9% | -35.4% |
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