+10.6%
IOT vs BIIB
+68.6%
-58.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +4.0% |
| 7D | -0.5% | +4.3% | -4.7% | -0.6% |
| 30D | +1.0% | +13.8% | -12.8% | +0.7% |
| 3M | +10.9% | +22.1% | -11.2% | +10.4% |
| 6M | +39.9% | +35.9% | +4.0% | +38.9% |
| YTD | +20.8% | +44.6% | -23.8% | +16.2% |
| 1Y | +10.6% | +70.4% | -59.8% | -3.4% |
| All | +10.6% | +68.6% | -58.1% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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