+117.6%
BP vs IOT
+55.2%
+62.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +1.9% |
| 7D | +4.0% | +5.1% | -1.1% | +3.7% |
| 30D | +7.8% | -3.0% | +10.9% | +7.9% |
| 3M | +8.4% | +15.0% | -6.6% | +7.4% |
| 6M | +15.1% | +13.1% | +1.9% | +13.9% |
| YTD | +36.4% | +9.0% | +27.4% | +34.9% |
| 1Y | +40.9% | +0.1% | +40.8% | +39.7% |
| 3Y | +38.8% | +26.4% | +12.4% | +33.9% |
| All | +117.6% | +55.2% | +62.4% | +96.3% |
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