+55.4%
IOT vs ALB
-45.5%
+100.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.9% |
| 7D | -4.5% | -6.6% | +2.1% | -2.5% |
| 30D | -2.4% | -8.1% | +5.7% | -0.2% |
| 3M | +19.0% | -25.7% | +44.6% | +29.7% |
| 6M | +19.6% | -29.5% | +49.1% | +29.3% |
| YTD | +8.3% | -16.2% | +24.5% | +7.8% |
| 1Y | -0.8% | +59.2% | -60.0% | -24.0% |
| 3Y | +24.4% | -33.7% | +58.1% | +29.9% |
| All | +55.4% | -45.5% | +100.9% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling