+55.4%
IOT vs BEN
+26.1%
+29.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -4.5% | -3.1% | -1.4% | -2.3% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | +19.0% | +6.8% | +12.1% | +12.7% |
| 6M | +19.6% | +38.1% | -18.5% | -8.8% |
| YTD | +8.3% | +44.3% | -36.1% | -20.9% |
| 1Y | -0.8% | +42.6% | -43.4% | -27.0% |
| 3Y | +24.4% | +52.3% | -27.9% | -17.5% |
| All | +55.4% | +26.1% | +29.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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