+55.6%
IOT vs ALC
-18.9%
+74.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +1.3% |
| 7D | -0.8% | -7.7% | +6.9% | +4.6% |
| 30D | -4.7% | -11.7% | +7.0% | +3.5% |
| 3M | +17.8% | +0.7% | +17.1% | +16.8% |
| 6M | +16.8% | -17.1% | +33.9% | +31.0% |
| YTD | +8.4% | -15.1% | +23.6% | +19.0% |
| 1Y | -0.8% | -14.1% | +13.3% | +7.7% |
| 3Y | +25.7% | -18.2% | +43.9% | +32.9% |
| All | +55.6% | -18.9% | +74.5% | +91.2% |
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