+24.4%
IOT vs BHP
+71.6%
-47.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.5% | -3.6% | -0.9% | -3.7% |
| 30D | -2.4% | -1.2% | -1.3% | -2.4% |
| 3M | +19.0% | +1.2% | +17.8% | +18.1% |
| 6M | +19.6% | +21.4% | -1.8% | +10.4% |
| YTD | +8.3% | +50.4% | -42.1% | -10.7% |
| 1Y | -0.8% | +67.5% | -68.3% | -22.3% |
| 3Y | +24.4% | +72.8% | -48.4% | -10.6% |
| All | +24.4% | +71.6% | -47.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 3y: compounded portfolio wealth divided by compounded BHP 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…
3y analysis · Full analysis span regression · 6 months rolling