+55.6%
IOT vs BUD
+44.7%
+10.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | -3.2% | +2.4% | +0.4% |
| 30D | -4.7% | -3.7% | -1.0% | -3.3% |
| 3M | +17.8% | -4.4% | +22.2% | +19.5% |
| 6M | +16.8% | +7.7% | +9.1% | +12.1% |
| YTD | +8.4% | +23.1% | -14.6% | -2.9% |
| 1Y | -0.8% | +33.6% | -34.4% | -14.9% |
| 3Y | +25.7% | +44.7% | -19.0% | -1.5% |
| All | +55.6% | +44.7% | +10.9% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling