+19.6%
IOT vs PSLV
-25.6%
+45.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.1% |
| 7D | -4.5% | -3.5% | -1.1% | -4.7% |
| 30D | -2.4% | -2.1% | -0.3% | -2.3% |
| 3M | +19.0% | -1.6% | +20.6% | +19.4% |
| 6M | +19.6% | -25.5% | +45.1% | +15.4% |
| All | +19.6% | -25.6% | +45.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 6mo: compounded portfolio wealth divided by compounded PSLV 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…
6mo analysis · Full analysis span regression · 6 months rolling