+125.3%
IBM vs IOT
+61.2%
+64.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.3% | +2.8% | -2.5% | 0.0% |
| 30D | -1.5% | -1.8% | +0.3% | -1.4% |
| 3M | -16.8% | +17.9% | -34.6% | -18.4% |
| 6M | -9.0% | +13.5% | -22.6% | -10.7% |
| YTD | -20.1% | +13.3% | -33.3% | -21.9% |
| 1Y | -7.0% | -3.3% | -3.7% | -8.3% |
| 3Y | +72.4% | +31.3% | +41.0% | +64.8% |
| All | +125.3% | +61.2% | +64.0% | +104.9% |
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