+55.4%
IOT vs BDX
+1.3%
+54.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -4.5% | -3.2% | -1.4% | -3.9% |
| 30D | -2.4% | -2.5% | +0.1% | -2.0% |
| 3M | +19.0% | +21.4% | -2.4% | +13.9% |
| 6M | +19.6% | +10.4% | +9.2% | +16.7% |
| YTD | +8.3% | +18.8% | -10.6% | +3.5% |
| 1Y | -0.8% | +21.7% | -22.5% | -5.6% |
| 3Y | +24.4% | -10.0% | +34.4% | +25.7% |
| All | +55.4% | +1.3% | +54.0% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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