+12.2%
IOT vs ALB
+60.9%
-48.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.4% | +8.2% | +4.3% |
| 7D | -2.3% | -8.1% | +5.7% | -1.4% |
| 30D | +3.8% | +6.3% | -2.5% | +2.9% |
| 3M | +14.2% | -23.6% | +37.7% | +18.2% |
| 6M | +40.1% | -24.6% | +64.7% | +42.0% |
| YTD | +13.4% | -10.3% | +23.7% | +6.8% |
| 1Y | +12.2% | +61.5% | -49.3% | -19.8% |
| All | +12.2% | +60.9% | -48.8% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling