+55.4%
IOT vs BB
-13.9%
+69.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -4.5% | -0.4% | -4.1% | -4.4% |
| 30D | -2.4% | -12.5% | +10.1% | +2.3% |
| 3M | +19.0% | -17.4% | +36.4% | +22.7% |
| 6M | +19.6% | +119.1% | -99.5% | -20.9% |
| YTD | +8.3% | +102.4% | -94.1% | -25.9% |
| 1Y | -0.8% | +98.2% | -99.0% | -32.3% |
| 3Y | +24.4% | +46.9% | -22.5% | -10.1% |
| All | +55.4% | -13.9% | +69.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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