+225.8%
BNY vs IOT
+54.1%
+171.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.3% | -4.5% | +3.2% | -0.9% |
| 30D | -0.2% | -2.4% | +2.3% | 0.0% |
| 3M | +14.9% | +19.0% | -4.0% | +12.1% |
| 6M | +40.0% | +19.6% | +20.4% | +35.8% |
| YTD | +42.0% | +8.3% | +33.7% | +38.5% |
| 1Y | +56.9% | -0.8% | +57.7% | +54.1% |
| 3Y | +289.9% | +24.4% | +265.5% | +261.0% |
| All | +225.8% | +54.1% | +171.7% | +172.7% |
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