+62.6%
IOT vs PBF
+638.0%
-575.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.6% |
| 7D | +2.8% | +2.4% | +0.4% | +2.4% |
| 30D | -1.8% | +24.9% | -26.7% | -5.0% |
| 3M | +17.9% | +81.9% | -64.0% | +6.8% |
| 6M | +13.5% | +79.4% | -65.8% | +2.3% |
| YTD | +13.3% | +188.3% | -175.0% | -6.8% |
| 1Y | -3.3% | +177.3% | -180.6% | -20.7% |
| 3Y | +31.3% | +56.0% | -24.7% | +13.7% |
| All | +62.6% | +638.0% | -575.4% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling