+12.2%
IOT vs BAH
-28.2%
+40.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.4% |
| 7D | -2.3% | -3.2% | +0.9% | -0.8% |
| 30D | +3.8% | +2.0% | +1.8% | +2.8% |
| 3M | +14.2% | -7.6% | +21.8% | +17.3% |
| 6M | +40.1% | -5.7% | +45.8% | +42.8% |
| YTD | +13.4% | -11.7% | +25.1% | +17.1% |
| 1Y | +12.2% | -27.4% | +39.5% | +10.8% |
| All | +12.2% | -28.2% | +40.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling