+56.5%
IOT vs PL
+143.9%
-87.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.1% |
| 7D | +5.1% | -13.9% | +18.9% | +8.1% |
| 30D | -3.0% | -25.5% | +22.4% | +2.5% |
| 3M | +15.0% | -44.8% | +59.7% | +27.5% |
| 6M | +13.1% | -33.3% | +46.5% | +13.7% |
| YTD | +9.0% | -12.7% | +21.7% | +1.4% |
| 1Y | +0.1% | +90.9% | -90.8% | -26.0% |
| 3Y | +26.4% | +528.5% | -502.0% | -46.4% |
| All | +56.5% | +143.9% | -87.4% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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