+62.8%
IOT vs ALLY
+7.6%
+55.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -2.3% | +3.7% | -6.0% | -4.4% |
| 30D | +3.8% | -2.3% | +6.1% | +5.1% |
| 3M | +14.2% | +3.8% | +10.3% | +11.1% |
| 6M | +40.1% | +9.7% | +30.4% | +29.7% |
| YTD | +13.4% | -1.4% | +14.8% | +12.1% |
| 1Y | +12.2% | +8.2% | +3.9% | +4.1% |
| 3Y | +30.0% | +66.5% | -36.5% | -13.6% |
| All | +62.8% | +7.6% | +55.2% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling