+62.6%
IOT vs PL
+152.3%
-89.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +2.8% | -7.5% | +10.3% | +4.2% |
| 30D | -1.8% | -25.6% | +23.8% | +3.9% |
| 3M | +17.9% | -45.6% | +63.5% | +31.2% |
| 6M | +13.5% | -29.5% | +43.1% | +12.7% |
| YTD | +13.3% | -9.7% | +22.9% | +4.6% |
| 1Y | -3.3% | +84.4% | -87.7% | -27.7% |
| 3Y | +31.3% | +550.0% | -518.7% | -44.7% |
| All | +62.6% | +152.3% | -89.7% | -16.1% |
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