+55.4%
IOT vs BAH
-0.6%
+56.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -4.5% | +4.3% | -8.8% | -5.9% |
| 30D | -2.4% | -2.5% | 0.0% | -1.7% |
| 3M | +19.0% | -0.9% | +19.9% | +18.7% |
| 6M | +19.6% | +1.5% | +18.2% | +18.3% |
| YTD | +8.3% | -8.0% | +16.2% | +9.9% |
| 1Y | -0.8% | -24.7% | +23.9% | +5.6% |
| 3Y | +24.4% | -28.4% | +52.8% | +23.1% |
| All | +55.4% | -0.6% | +56.0% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling