+132.9%
IBM vs IOT
+55.2%
+77.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.7% | +7.1% | +3.8% |
| 7D | +3.6% | +5.1% | -1.5% | +3.0% |
| 30D | +1.5% | -3.0% | +4.6% | +1.8% |
| 3M | -12.9% | +15.0% | -27.9% | -14.4% |
| 6M | -3.9% | +13.1% | -17.0% | -5.6% |
| YTD | -17.3% | +9.0% | -26.4% | -18.9% |
| 1Y | -5.0% | +0.1% | -5.1% | -6.4% |
| 3Y | +78.2% | +26.4% | +51.8% | +71.1% |
| All | +132.9% | +55.2% | +77.7% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling