+67.4%
IOT vs ALC
-9.7%
+77.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -2.1% |
| 7D | +0.9% | -1.1% | +2.0% | +1.6% |
| 30D | +1.4% | +16.0% | -14.7% | -8.6% |
| 3M | +0.5% | +0.8% | -0.3% | -0.5% |
| 6M | +50.3% | +16.8% | +33.5% | +34.0% |
| YTD | +16.7% | -5.5% | +22.2% | +18.7% |
| 1Y | +6.8% | -5.3% | +12.1% | +8.7% |
| 3Y | +75.5% | +4.1% | +71.4% | +50.4% |
| All | +67.4% | -9.7% | +77.1% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling