+6.8%
BSX vs IOT
+54.1%
-47.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -10.1% | -4.5% | -5.6% | -9.8% |
| 30D | -16.4% | -2.4% | -14.0% | -16.4% |
| 3M | -8.9% | +19.0% | -27.9% | -10.2% |
| 6M | -38.3% | +19.6% | -57.9% | -39.4% |
| YTD | -54.9% | +8.3% | -63.2% | -55.5% |
| 1Y | -58.8% | -0.8% | -58.0% | -59.2% |
| 3Y | -21.2% | +24.4% | -45.6% | -24.5% |
| All | +6.8% | +54.1% | -47.3% | -4.4% |
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 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