+10.6%
IOT vs BTDR
-69.9%
+80.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.6% | +9.8% | +4.1% |
| 7D | -0.5% | -17.6% | +17.1% | -0.4% |
| 30D | +1.0% | -40.3% | +41.2% | +1.0% |
| 3M | +10.9% | -42.6% | +53.5% | +11.0% |
| 6M | +39.9% | -46.3% | +86.2% | +41.0% |
| YTD | +20.8% | -41.7% | +62.5% | +23.4% |
| 1Y | +10.6% | -69.4% | +80.0% | +14.2% |
| All | +10.6% | -69.9% | +80.4% | +14.2% |
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