+55.4%
IOT vs BRKR
-32.3%
+87.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.5% | -8.7% | +4.1% | -1.6% |
| 30D | -2.4% | -9.9% | +7.4% | +0.7% |
| 3M | +19.0% | -3.1% | +22.1% | +15.6% |
| 6M | +19.6% | +45.5% | -25.9% | -2.9% |
| YTD | +8.3% | +13.7% | -5.4% | -3.6% |
| 1Y | -0.8% | +67.4% | -68.2% | -26.7% |
| 3Y | +24.4% | -13.2% | +37.6% | +12.9% |
| All | +55.4% | -32.3% | +87.7% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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