+55.4%
IOT vs ALC
-19.5%
+74.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -4.5% | -6.3% | +1.8% | -0.2% |
| 30D | -2.4% | -10.3% | +7.8% | +4.7% |
| 3M | +19.0% | -0.7% | +19.7% | +19.1% |
| 6M | +19.6% | -17.8% | +37.5% | +35.0% |
| YTD | +8.3% | -15.8% | +24.1% | +19.4% |
| 1Y | -0.8% | -16.7% | +15.9% | +10.2% |
| 3Y | +24.4% | -19.7% | +44.1% | +33.7% |
| All | +55.4% | -19.5% | +74.9% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling