-69.2%
PATH vs IOT
+64.6%
-133.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -5.3% | -2.6% | -2.7% | -3.9% |
| 30D | -0.5% | +1.2% | -1.7% | -1.1% |
| 3M | -7.1% | +7.2% | -14.4% | -11.5% |
| 6M | +23.8% | +41.7% | -17.9% | +0.8% |
| YTD | -20.7% | +15.6% | -36.3% | -29.4% |
| 1Y | -8.1% | +7.6% | -15.6% | -15.0% |
| 3Y | -21.8% | +69.8% | -91.6% | -49.0% |
| All | -69.2% | +64.6% | -133.7% | -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