+56.5%
IOT vs PR
+339.5%
-283.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +5.1% | -0.8% | +5.9% | +5.3% |
| 30D | -3.0% | +11.3% | -14.3% | -5.9% |
| 3M | +15.0% | +24.1% | -9.1% | +7.5% |
| 6M | +13.1% | +25.4% | -12.2% | +4.9% |
| YTD | +9.0% | +71.2% | -62.2% | -8.0% |
| 1Y | +0.1% | +78.6% | -78.5% | -16.8% |
| 3Y | +26.4% | +85.2% | -58.8% | +1.0% |
| All | +56.5% | +339.5% | -283.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling