-65.7%
BAX vs IOT
+66.1%
-131.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +4.1% | +1.4% | +2.7% | +4.0% |
| 3M | -4.5% | +0.5% | -5.1% | -4.6% |
| 6M | +49.2% | +50.3% | -1.1% | +46.7% |
| YTD | +35.2% | +16.7% | +18.6% | +33.8% |
| 1Y | +38.3% | +6.8% | +31.5% | +37.2% |
| 3Y | -19.0% | +75.5% | -94.5% | -21.5% |
| All | -65.7% | +66.1% | -131.8% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling