+62.6%
IOT vs BUD
+48.6%
+14.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | +2.8% | +0.8% | +2.0% | +2.5% |
| 30D | -1.8% | -4.8% | +3.0% | -0.1% |
| 3M | +17.9% | +1.4% | +16.5% | +17.1% |
| 6M | +13.5% | +9.9% | +3.7% | +8.2% |
| YTD | +13.3% | +26.3% | -13.1% | +0.4% |
| 1Y | -3.3% | +36.1% | -39.5% | -17.6% |
| 3Y | +31.3% | +48.6% | -17.2% | +1.9% |
| All | +62.6% | +48.6% | +14.0% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling