+79.2%
IOT vs PR
+86.0%
-6.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.3% |
| 7D | +0.8% | -12.4% | +13.2% | +3.9% |
| 30D | +1.6% | -6.6% | +8.2% | +2.9% |
| 3M | +3.3% | +7.5% | -4.2% | +0.5% |
| 6M | +42.0% | +10.8% | +31.2% | +35.8% |
| YTD | +19.1% | +57.0% | -37.9% | +0.4% |
| 1Y | +8.8% | +67.9% | -59.2% | -10.6% |
| 3Y | +79.2% | +87.6% | -8.3% | +36.3% |
| All | +79.2% | +86.0% | -6.8% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling