+62.6%
IOT vs ALB
-40.1%
+102.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.9% |
| 7D | +2.8% | -4.4% | +7.2% | +4.0% |
| 30D | -1.8% | -1.2% | -0.6% | -1.8% |
| 3M | +17.9% | -13.3% | +31.2% | +22.1% |
| 6M | +13.5% | -19.8% | +33.3% | +17.6% |
| YTD | +13.3% | -7.9% | +21.2% | +9.5% |
| 1Y | -3.3% | +60.2% | -63.5% | -25.7% |
| 3Y | +31.3% | -26.4% | +57.8% | +32.3% |
| All | +62.6% | -40.1% | +102.7% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling