-0.8%
IOT vs BBY
+24.8%
-25.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -1.3% |
| 7D | -4.5% | +0.6% | -5.1% | -4.7% |
| 30D | -2.4% | +9.4% | -11.8% | -5.9% |
| 3M | +19.0% | +19.3% | -0.4% | +11.2% |
| 6M | +19.6% | +47.9% | -28.3% | +2.8% |
| YTD | +8.3% | +39.6% | -31.3% | -6.5% |
| 1Y | -0.8% | +22.2% | -23.0% | -8.4% |
| All | -0.8% | +24.8% | -25.6% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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