+72.9%
PBR vs IOT
+8.2%
+64.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.1% | -11.1% | -6.8% |
| 7D | -11.0% | -0.5% | -10.5% | -11.0% |
| 30D | -18.8% | +1.0% | -19.8% | -18.7% |
| 3M | +7.8% | +10.9% | -3.1% | +8.4% |
| 6M | -7.6% | +39.9% | -47.5% | -6.9% |
| YTD | +72.7% | +20.8% | +51.9% | +67.7% |
| 1Y | +72.9% | +10.6% | +62.4% | +64.3% |
| All | +72.9% | +8.2% | +64.8% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling