+55.4%
IOT vs BG
+60.1%
-4.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | 0.0% |
| 7D | -4.5% | +3.1% | -7.6% | -4.7% |
| 30D | -2.4% | +10.2% | -12.7% | -3.2% |
| 3M | +19.0% | -1.7% | +20.6% | +19.1% |
| 6M | +19.6% | +1.0% | +18.7% | +19.4% |
| YTD | +8.3% | +39.9% | -31.6% | +4.8% |
| 1Y | -0.8% | +53.2% | -54.0% | -5.2% |
| 3Y | +24.4% | +16.3% | +8.1% | +22.3% |
| All | +55.4% | +60.1% | -4.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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