+56.5%
IOT vs BLDR
-20.2%
+76.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -2.9% |
| 7D | +5.1% | -2.7% | +7.8% | +6.3% |
| 30D | -3.0% | -14.7% | +11.7% | +3.7% |
| 3M | +15.0% | -20.8% | +35.8% | +24.6% |
| 6M | +13.1% | -35.3% | +48.5% | +32.4% |
| YTD | +9.0% | -40.3% | +49.4% | +29.9% |
| 1Y | +0.1% | -56.3% | +56.4% | +40.7% |
| 3Y | +26.4% | -56.1% | +82.5% | +57.3% |
| All | +56.5% | -20.2% | +76.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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