+79.6%
JNJ vs IOT
+61.2%
+18.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.8% | +2.8% | -3.6% | -0.7% |
| 30D | +4.3% | -1.8% | +6.1% | +4.3% |
| 3M | +16.5% | +17.9% | -1.4% | +16.7% |
| 6M | +13.1% | +13.5% | -0.4% | +13.5% |
| YTD | +32.1% | +13.3% | +18.9% | +32.6% |
| 1Y | +54.5% | -3.3% | +57.8% | +55.0% |
| 3Y | +82.5% | +31.3% | +51.2% | +82.4% |
| All | +79.6% | +61.2% | +18.4% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling