+0.1%
IOT vs PL
+99.3%
-99.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.6% |
| 7D | +5.1% | -13.9% | +18.9% | +5.5% |
| 30D | -3.0% | -25.5% | +22.4% | -2.1% |
| 3M | +15.0% | -44.8% | +59.7% | +17.3% |
| 6M | +13.1% | -33.3% | +46.5% | +10.2% |
| YTD | +9.0% | -12.7% | +21.7% | +3.8% |
| 1Y | +0.1% | +90.9% | -90.8% | -4.1% |
| All | +0.1% | +99.3% | -99.2% | -4.1% |
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