-69.2%
PATH vs IOT
+69.6%
-138.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -1.9% |
| 7D | -2.7% | +0.8% | -3.5% | -3.2% |
| 30D | -3.7% | +1.6% | -5.3% | -4.6% |
| 3M | -13.8% | +3.3% | -17.1% | -16.2% |
| 6M | +20.3% | +42.0% | -21.7% | -2.3% |
| YTD | -20.8% | +19.1% | -39.9% | -30.7% |
| 1Y | -9.2% | +8.8% | -18.0% | -16.7% |
| 3Y | -21.8% | +79.2% | -101.0% | -50.5% |
| All | -69.2% | +69.6% | -138.8% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling