-68.4%
BAX vs IOT
+54.1%
-122.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -7.9% | -4.5% | -3.3% | -7.7% |
| 30D | -11.7% | -2.4% | -9.2% | -11.6% |
| 3M | +16.2% | +19.0% | -2.8% | +15.3% |
| 6M | +32.0% | +19.6% | +12.3% | +30.7% |
| YTD | +24.7% | +8.3% | +16.5% | +23.8% |
| 1Y | -2.6% | -0.8% | -1.8% | -3.2% |
| 3Y | -35.0% | +24.4% | -59.4% | -36.4% |
| All | -68.4% | +54.1% | -122.5% | -69.6% |
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