+55.6%
IOT vs ALLY
+3.7%
+51.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -1.0% |
| 7D | -0.8% | -3.3% | +2.5% | +1.1% |
| 30D | -4.7% | -4.1% | -0.6% | -2.4% |
| 3M | +17.8% | +1.4% | +16.4% | +16.2% |
| 6M | +16.8% | +14.4% | +2.5% | +5.8% |
| YTD | +8.4% | -4.9% | +13.4% | +9.5% |
| 1Y | -0.8% | +5.5% | -6.3% | -6.6% |
| 3Y | +25.7% | +66.0% | -40.3% | -16.5% |
| All | +55.6% | +3.7% | +51.9% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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