+56.5%
IOT vs ABCL
-15.8%
+72.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -3.0% |
| 7D | +5.1% | -2.7% | +7.8% | +5.7% |
| 30D | -3.0% | +18.3% | -21.3% | -7.6% |
| 3M | +15.0% | +108.5% | -93.5% | -7.9% |
| 6M | +13.1% | +213.9% | -200.8% | -20.5% |
| YTD | +9.0% | +223.1% | -214.1% | -25.5% |
| 1Y | +0.1% | +160.6% | -160.5% | -28.9% |
| 3Y | +26.4% | +104.3% | -77.8% | -11.3% |
| All | +56.5% | -15.8% | +72.3% | +32.7% |
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