+55.4%
IOT vs BR
+3.0%
+52.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | -4.5% | -3.0% | -1.6% | -1.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | +19.0% | +17.3% | +1.7% | +2.0% |
| 6M | +19.6% | -6.7% | +26.3% | +26.6% |
| YTD | +8.3% | -23.4% | +31.7% | +36.6% |
| 1Y | -0.8% | -32.7% | +31.9% | +40.7% |
| 3Y | +24.4% | -5.9% | +30.3% | +22.1% |
| All | +55.4% | +3.0% | +52.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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