+50.3%
IOT vs ALB
-54.3%
+104.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +0.9% | -5.8% | +6.7% | +0.8% |
| 30D | +1.4% | -4.5% | +5.9% | +1.2% |
| 3M | +0.5% | -28.1% | +28.6% | -0.9% |
| 6M | +50.3% | -53.2% | +103.5% | +41.6% |
| All | +50.3% | -54.3% | +104.6% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling