+62.6%
IOT vs PR
+340.0%
-277.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.4% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | -1.8% | +17.4% | -19.2% | -6.1% |
| 3M | +17.9% | +21.8% | -3.9% | +10.8% |
| 6M | +13.5% | +27.6% | -14.1% | +4.7% |
| YTD | +13.3% | +71.4% | -58.2% | -4.4% |
| 1Y | -3.3% | +78.3% | -81.6% | -19.6% |
| 3Y | +31.3% | +85.5% | -54.1% | +4.9% |
| All | +62.6% | +340.0% | -277.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling