+16.8%
IOT vs BTI
-4.1%
+20.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.8% | -2.0% | +1.2% | -0.8% |
| 30D | -4.7% | -3.4% | -1.2% | -4.7% |
| 3M | +17.8% | -9.0% | +26.8% | +17.5% |
| 6M | +16.8% | -5.0% | +21.9% | +20.1% |
| All | +16.8% | -4.1% | +20.9% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling