+67.8%
IOT vs PR
+306.8%
-239.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.1% |
| 7D | +0.8% | -9.5% | +10.3% | +3.3% |
| 30D | -0.2% | -5.7% | +5.4% | +0.9% |
| 3M | +4.0% | +3.0% | +1.0% | +2.5% |
| 6M | +39.4% | +11.8% | +27.6% | +33.3% |
| YTD | +16.9% | +58.5% | -41.6% | +0.2% |
| 1Y | +4.1% | +69.9% | -65.8% | -12.7% |
| 3Y | +72.7% | +84.9% | -12.2% | +37.8% |
| All | +67.8% | +306.8% | -239.0% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling