+55.4%
IOT vs BTDR
+19.0%
+36.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | +19.0% | -32.2% | +51.2% | +21.0% |
| 6M | +19.6% | +52.4% | -32.7% | +13.9% |
| YTD | +8.3% | +6.7% | +1.6% | +5.2% |
| 1Y | -0.8% | -15.2% | +14.4% | -3.5% |
| 3Y | +24.4% | +14.9% | +9.5% | +6.1% |
| All | +55.4% | +19.0% | +36.4% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling