+30.6%
BAC vs IOT
+66.1%
-35.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.2% | +0.9% | +2.3% | +3.1% |
| 30D | -0.7% | +1.4% | -2.1% | -0.9% |
| 3M | -20.0% | +0.5% | -20.5% | -20.3% |
| 6M | +3.4% | +50.3% | -46.9% | -2.2% |
| YTD | -5.7% | +16.7% | -22.4% | -9.0% |
| 1Y | -1.4% | +6.8% | -8.3% | -4.0% |
| 3Y | +97.9% | +75.5% | +22.4% | +76.7% |
| All | +30.6% | +66.1% | -35.5% | +9.4% |
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 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