+30.1%
IOT vs PL
+475.2%
-445.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +3.9% |
| 7D | -2.3% | -9.3% | +7.0% | -1.3% |
| 30D | +3.8% | -18.9% | +22.7% | +6.3% |
| 3M | +14.2% | -58.4% | +72.5% | +25.7% |
| 6M | +40.1% | -30.3% | +70.4% | +39.3% |
| YTD | +13.4% | -8.1% | +21.5% | +7.3% |
| 1Y | +12.2% | +180.5% | -168.3% | -15.1% |
| All | +30.1% | +475.2% | -445.2% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling