+38.3%
BAX vs IOT
+5.2%
+33.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.1% |
| 3M | -4.5% | +0.5% | -5.1% | -4.5% |
| 6M | +49.2% | +50.3% | -1.1% | +47.7% |
| YTD | +35.2% | +16.7% | +18.6% | +36.0% |
| 1Y | +38.3% | +6.8% | +31.5% | +39.6% |
| All | +38.3% | +5.2% | +33.1% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling