+6.8%
IOT vs PL
+12.6%
-5.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.9% | +10.0% | -9.1% | +0.7% |
| 30D | +1.4% | -2.3% | +3.6% | +1.3% |
| 3M | +0.5% | -44.2% | +44.7% | +1.4% |
| 6M | +50.3% | -66.1% | +116.4% | +52.4% |
| YTD | +16.7% | -30.0% | +46.6% | +13.1% |
| 1Y | +6.8% | +21.0% | -14.2% | +7.6% |
| All | +6.8% | +12.6% | -5.7% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling