+1,048.4%
BE vs IOT
+61.4%
+986.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.6% | +6.3% |
| 7D | +20.0% | -2.3% | +22.3% | +20.7% |
| 30D | +7.9% | +3.8% | +4.1% | +6.2% |
| 3M | -13.2% | +14.2% | -27.4% | -19.1% |
| 6M | +53.5% | +40.1% | +13.3% | +25.8% |
| YTD | +191.0% | +13.4% | +177.6% | +154.3% |
| 1Y | +360.5% | +12.2% | +348.4% | +302.4% |
| 3Y | +1,568.0% | +30.0% | +1,538.0% | +1,140.5% |
| All | +1,048.4% | +61.4% | +986.9% | +498.4% |
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