+65.9%
IOT vs PL
+77.8%
-11.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.6% | -2.3% |
| 7D | -2.6% | -6.8% | +4.2% | -1.5% |
| 30D | +1.2% | -29.3% | +30.5% | +7.7% |
| 3M | +7.2% | -44.8% | +52.0% | +19.2% |
| 6M | +41.7% | -68.4% | +110.1% | +70.3% |
| YTD | +15.6% | -36.4% | +52.0% | +13.4% |
| 1Y | +7.6% | +0.7% | +6.8% | -8.0% |
| 3Y | +69.8% | +455.3% | -385.6% | -29.5% |
| All | +65.9% | +77.8% | -11.9% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling