+60.4%
BAC vs IOT
+55.2%
+5.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +0.8% |
| 7D | +0.6% | +5.1% | -4.4% | +0.1% |
| 30D | -1.4% | -3.0% | +1.7% | -1.2% |
| 3M | +15.7% | +15.0% | +0.8% | +13.4% |
| 6M | +32.2% | +13.1% | +19.0% | +29.0% |
| YTD | +15.8% | +9.0% | +6.7% | +12.8% |
| 1Y | +27.3% | +0.1% | +27.1% | +24.9% |
| 3Y | +137.5% | +26.4% | +111.0% | +119.8% |
| All | +60.4% | +55.2% | +5.2% | +35.7% |
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