+12.2%
IOT vs BUD
+36.8%
-24.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.8% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | +3.8% | -5.7% | +9.5% | +2.0% |
| 3M | +14.2% | +3.1% | +11.1% | +15.7% |
| 6M | +40.1% | +7.9% | +32.2% | +41.6% |
| YTD | +13.4% | +27.3% | -13.9% | +13.8% |
| 1Y | +12.2% | +37.8% | -25.6% | +8.7% |
| All | +12.2% | +36.8% | -24.7% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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