+24.4%
IOT vs PBF
+59.1%
-34.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.3% |
| 7D | -4.5% | +5.3% | -9.9% | -5.1% |
| 30D | -2.4% | +11.7% | -14.2% | -3.7% |
| 3M | +19.0% | +91.1% | -72.1% | +9.4% |
| 6M | +19.6% | +88.4% | -68.8% | +9.5% |
| YTD | +8.3% | +194.1% | -185.8% | -8.2% |
| 1Y | -0.8% | +180.4% | -181.2% | -15.8% |
| 3Y | +24.4% | +59.3% | -34.9% | +2.5% |
| All | +24.4% | +59.1% | -34.7% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling