+128.0%
IBM vs IOT
+61.4%
+66.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.3% |
| 7D | -0.3% | -2.3% | +2.0% | -0.1% |
| 30D | +0.3% | +3.8% | -3.5% | -0.2% |
| 3M | -21.6% | +14.2% | -35.8% | -22.9% |
| 6M | -4.7% | +40.1% | -44.8% | -8.1% |
| YTD | -19.1% | +13.4% | -32.5% | -21.0% |
| 1Y | -2.5% | +12.2% | -14.7% | -4.9% |
| 3Y | +74.2% | +30.0% | +44.2% | +66.6% |
| All | +128.0% | +61.4% | +66.5% | +107.3% |
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