+55.6%
IOT vs P
+195.7%
-140.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.6% |
| 7D | -0.8% | -4.1% | +3.3% | +0.8% |
| 30D | -4.7% | -14.0% | +9.3% | +0.3% |
| 3M | +17.8% | +41.4% | -23.7% | -1.4% |
| 6M | +16.8% | +54.2% | -37.3% | -8.6% |
| YTD | +8.4% | +40.4% | -32.0% | -12.8% |
| 1Y | -0.8% | +16.0% | -16.8% | -16.8% |
| 3Y | +25.7% | +140.7% | -114.9% | -40.4% |
| All | +55.6% | +195.7% | -140.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling