-3.8%
IOT vs BIYA
-99.8%
+96.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | +5.1% | +2.7% | +2.3% | +5.0% |
| 30D | -3.0% | -16.7% | +13.6% | -2.5% |
| 3M | +15.0% | -74.6% | +89.6% | +15.3% |
| 6M | +13.1% | -85.4% | +98.5% | +11.5% |
| YTD | +9.0% | -94.2% | +103.2% | +10.5% |
| 1Y | +0.1% | -98.6% | +98.7% | +7.4% |
| All | -3.8% | -99.8% | +96.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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