+25.3%
IOT vs ALB
-29.2%
+54.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -3.2% |
| 7D | +5.1% | -8.6% | +13.7% | +6.8% |
| 30D | -3.0% | -4.0% | +1.0% | -2.5% |
| 3M | +15.0% | -17.4% | +32.3% | +18.8% |
| 6M | +13.1% | -25.4% | +38.5% | +17.5% |
| YTD | +9.0% | -10.5% | +19.6% | +7.2% |
| 1Y | +0.1% | +75.8% | -75.7% | -17.6% |
| All | +25.3% | -29.2% | +54.5% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling