+56.5%
IOT vs ALK
-19.6%
+76.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.3% |
| 7D | +5.1% | -3.0% | +8.0% | +6.4% |
| 30D | -3.0% | -14.6% | +11.6% | +3.4% |
| 3M | +15.0% | -10.6% | +25.5% | +18.2% |
| 6M | +13.1% | -6.7% | +19.8% | +10.8% |
| YTD | +9.0% | -19.8% | +28.8% | +13.0% |
| 1Y | +0.1% | -35.2% | +35.3% | +15.7% |
| 3Y | +26.4% | +1.4% | +25.0% | -2.2% |
| All | +56.5% | -19.6% | +76.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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