+30.5%
BLK vs IOT
+54.4%
-23.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -7.0% | -4.7% | -2.4% | -6.5% |
| 3M | +5.7% | +17.8% | -12.1% | +2.6% |
| 6M | +11.0% | +16.8% | -5.8% | +7.1% |
| YTD | +0.9% | +8.4% | -7.5% | -2.4% |
| 1Y | -1.6% | -0.8% | -0.8% | -3.8% |
| 3Y | +64.5% | +25.7% | +38.7% | +48.1% |
| All | +30.5% | +54.4% | -23.9% | +1.6% |
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 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