+67.3%
IOT vs ABCL
-11.4%
+78.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.6% |
| 7D | +0.6% | +4.4% | -3.8% | -0.5% |
| 30D | +0.1% | -7.9% | +8.0% | +1.3% |
| 3M | +5.0% | +12.2% | -7.2% | +0.2% |
| 6M | +47.0% | +134.7% | -87.7% | +11.7% |
| YTD | +16.6% | +239.8% | -223.2% | -22.2% |
| 1Y | +4.8% | +192.7% | -187.9% | -27.3% |
| 3Y | +72.2% | +187.6% | -115.5% | +4.6% |
| All | +67.3% | -11.4% | +78.7% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling