+75.5%
IOT vs ABCL
+185.8%
-110.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.9% | -3.3% | +4.2% | +1.3% |
| 30D | +1.4% | -7.1% | +8.5% | +2.0% |
| 3M | +0.5% | +4.7% | -4.2% | -1.1% |
| 6M | +50.3% | +140.9% | -90.6% | +27.8% |
| YTD | +16.7% | +236.0% | -219.3% | -8.0% |
| 1Y | +6.8% | +217.4% | -210.6% | -15.0% |
| 3Y | +75.5% | +188.7% | -113.2% | +23.2% |
| All | +75.5% | +185.8% | -110.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling