+55.4%
IOT vs BIIB
-5.7%
+61.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -4.5% | -1.7% | -2.9% | -4.1% |
| 30D | -2.4% | +4.0% | -6.4% | -3.6% |
| 3M | +19.0% | +8.6% | +10.4% | +15.7% |
| 6M | +19.6% | +14.0% | +5.6% | +14.2% |
| YTD | +8.3% | +23.4% | -15.1% | -0.1% |
| 1Y | -0.8% | +45.9% | -46.7% | -13.5% |
| 3Y | +24.4% | -16.1% | +40.5% | +31.5% |
| All | +55.4% | -5.7% | +61.1% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling