+67.4%
IOT vs ALB
-56.6%
+124.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +0.9% | -5.8% | +6.7% | +2.8% |
| 30D | +1.4% | -4.5% | +5.9% | +2.7% |
| 3M | +0.5% | -28.1% | +28.6% | +10.4% |
| 6M | +50.3% | -53.2% | +103.5% | +87.7% |
| YTD | +16.7% | -33.3% | +50.0% | +24.0% |
| 1Y | +6.8% | -17.4% | +24.2% | +4.3% |
| 3Y | +75.5% | -14.1% | +89.6% | +46.5% |
| All | +67.4% | -56.6% | +124.1% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling