+12.2%
IOT vs BTDR
-4.8%
+16.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.2% | +3.7% |
| 7D | -2.3% | +20.0% | -22.3% | -2.3% |
| 30D | +3.8% | +11.9% | -8.1% | +3.9% |
| 3M | +14.2% | -36.9% | +51.1% | +16.7% |
| 6M | +40.1% | +56.5% | -16.4% | +38.2% |
| YTD | +13.4% | +10.4% | +3.0% | +14.5% |
| 1Y | +12.2% | +3.1% | +9.1% | +28.0% |
| All | +12.2% | -4.8% | +16.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling