+62.8%
IOT vs ABCL
-12.9%
+75.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +5.0% | +4.0% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | +3.8% | +93.1% | -89.3% | -13.5% |
| 3M | +14.2% | +79.4% | -65.3% | -4.9% |
| 6M | +40.1% | +214.9% | -174.8% | -1.7% |
| YTD | +13.4% | +234.2% | -220.8% | -23.1% |
| 1Y | +12.2% | +174.8% | -162.6% | -21.3% |
| 3Y | +30.0% | +104.5% | -74.5% | -8.2% |
| All | +62.8% | -12.9% | +75.6% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling