+7.1%
BSX vs IOT
+54.4%
-47.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -8.2% | -0.8% | -7.4% | -8.2% |
| 30D | -15.8% | -4.7% | -11.1% | -15.6% |
| 3M | -10.8% | +17.8% | -28.6% | -12.1% |
| 6M | -38.4% | +16.8% | -55.2% | -39.4% |
| YTD | -54.8% | +8.4% | -63.2% | -55.4% |
| 1Y | -59.0% | -0.8% | -58.2% | -59.4% |
| 3Y | -20.0% | +25.7% | -45.7% | -23.3% |
| All | +7.1% | +54.4% | -47.3% | -4.1% |
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