+55.4%
IOT vs BTI
+120.1%
-64.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -2.4% | -1.1% | -1.4% | -2.3% |
| 3M | +19.0% | -8.8% | +27.7% | +20.5% |
| 6M | +19.6% | -4.0% | +23.6% | +19.9% |
| YTD | +8.3% | +0.4% | +7.9% | +7.2% |
| 1Y | -0.8% | +1.9% | -2.7% | -2.1% |
| 3Y | +24.4% | +108.5% | -84.1% | -3.7% |
| All | +55.4% | +120.1% | -64.7% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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