+21.6%
PATH vs IOT
+33.2%
-11.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -1.1% |
| 7D | -5.6% | -1.3% | -4.2% | -4.7% |
| 30D | -0.7% | -1.6% | +0.9% | +0.3% |
| 3M | -5.9% | +6.1% | -12.0% | -10.5% |
| 6M | +21.6% | +34.9% | -13.4% | -4.3% |
| All | +21.6% | +33.2% | -11.6% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling