+30.1%
IOT vs PR
+82.3%
-52.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.1% |
| 7D | -2.3% | +2.9% | -5.2% | -3.1% |
| 30D | +3.8% | +18.0% | -14.2% | -0.8% |
| 3M | +14.2% | +16.9% | -2.7% | +8.7% |
| 6M | +40.1% | +28.2% | +11.9% | +28.7% |
| YTD | +13.4% | +69.3% | -55.9% | -5.1% |
| 1Y | +12.2% | +69.5% | -57.3% | -6.6% |
| All | +30.1% | +82.3% | -52.3% | -0.9% |
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