+24.4%
IOT vs BTDR
+4.4%
+20.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.4% |
| 7D | -4.5% | -3.4% | -1.1% | -4.3% |
| 30D | -2.4% | +32.6% | -35.0% | -4.7% |
| 3M | +19.0% | -32.2% | +51.2% | +21.6% |
| 6M | +19.6% | +52.4% | -32.7% | +12.0% |
| YTD | +8.3% | +6.7% | +1.6% | +4.2% |
| 1Y | -0.8% | -15.2% | +14.4% | -4.7% |
| 3Y | +24.4% | +14.9% | +9.5% | -9.5% |
| All | +24.4% | +4.4% | +20.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling