+19.6%
IOT vs BNS
+34.4%
-14.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | +0.1% |
| 7D | -4.5% | -0.4% | -4.1% | -4.7% |
| 30D | -2.4% | +3.5% | -5.9% | -0.9% |
| 3M | +19.0% | +14.1% | +4.9% | +25.6% |
| 6M | +19.6% | +33.8% | -14.1% | +24.3% |
| All | +19.6% | +34.4% | -14.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 6mo: compounded portfolio wealth divided by compounded BNS 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…
6mo analysis · Full analysis span regression · 6 months rolling