+60.5%
BAC vs IOT
+61.4%
-1.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.5% |
| 7D | +1.1% | -2.3% | +3.4% | +1.3% |
| 30D | -0.4% | +3.8% | -4.2% | -1.0% |
| 3M | +16.9% | +14.2% | +2.7% | +14.6% |
| 6M | +26.6% | +40.1% | -13.5% | +20.2% |
| YTD | +15.8% | +13.4% | +2.4% | +12.4% |
| 1Y | +27.2% | +12.2% | +15.0% | +22.8% |
| 3Y | +132.4% | +30.0% | +102.4% | +114.5% |
| All | +60.5% | +61.4% | -1.0% | +35.2% |
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