-68.9%
PATH vs IOT
+65.9%
-134.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.9% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | -1.1% | +0.1% | -1.3% | -1.2% |
| 3M | -14.2% | +5.0% | -19.2% | -17.3% |
| 6M | +30.9% | +47.0% | -16.2% | +4.2% |
| YTD | -20.1% | +16.6% | -36.6% | -29.2% |
| 1Y | -8.1% | +4.8% | -12.8% | -13.8% |
| 3Y | -24.3% | +72.2% | -96.4% | -51.0% |
| All | -68.9% | +65.9% | -134.9% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling