-0.8%
IOT vs ALB
+66.4%
-67.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.1% |
| 7D | -4.5% | -6.6% | +2.1% | -4.0% |
| 30D | -2.4% | -8.1% | +5.7% | -1.9% |
| 3M | +19.0% | -25.7% | +44.6% | +22.4% |
| 6M | +19.6% | -29.5% | +49.1% | +21.2% |
| YTD | +8.3% | -16.2% | +24.5% | +3.4% |
| 1Y | -0.8% | +59.2% | -60.0% | -23.8% |
| All | -0.8% | +66.4% | -67.2% | -23.8% |
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