+51.2%
JNJ vs IOT
+8.2%
+43.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +4.0% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | +9.2% | +1.0% | +8.3% | +9.3% |
| 3M | +8.9% | +10.9% | -2.0% | +9.5% |
| 6M | +24.6% | +39.9% | -15.3% | +26.9% |
| YTD | +35.7% | +20.8% | +14.9% | +39.4% |
| 1Y | +51.2% | +10.6% | +40.6% | +55.7% |
| All | +51.2% | +8.2% | +43.0% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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