-53.6%
BSX vs IOT
+8.2%
-61.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.2% | +5.2% |
| 7D | +8.0% | -0.5% | +8.5% | +8.0% |
| 30D | +8.1% | +1.0% | +7.1% | +8.0% |
| 3M | -6.7% | +10.9% | -17.6% | -7.0% |
| 6M | -19.4% | +39.9% | -59.3% | -20.0% |
| YTD | -51.9% | +20.8% | -72.7% | -51.3% |
| 1Y | -53.6% | +10.6% | -64.2% | -52.8% |
| All | -53.6% | +8.2% | -61.8% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling