-67.0%
BAX vs IOT
+61.2%
-128.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.6% | -3.8% |
| 7D | -2.4% | +2.8% | -5.2% | -2.5% |
| 30D | -9.7% | -1.8% | -7.9% | -9.7% |
| 3M | +29.3% | +17.9% | +11.4% | +28.3% |
| 6M | +40.7% | +13.5% | +27.1% | +39.6% |
| YTD | +30.3% | +13.3% | +17.0% | +29.1% |
| 1Y | +3.4% | -3.3% | +6.7% | +2.9% |
| 3Y | -32.0% | +31.3% | -63.4% | -33.7% |
| All | -67.0% | +61.2% | -128.2% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling