+102.6%
PBR vs IOT
+23.8%
+78.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +5.4% | -4.5% | +9.9% | +5.4% |
| 30D | +22.9% | -2.4% | +25.3% | +22.9% |
| 3M | +19.6% | +19.0% | +0.7% | +19.2% |
| 6M | +16.5% | +19.6% | -3.2% | +16.0% |
| YTD | +86.7% | +8.3% | +78.4% | +85.6% |
| 1Y | +74.7% | -0.8% | +75.5% | +73.8% |
| 3Y | +102.6% | +24.4% | +78.2% | +111.2% |
| All | +102.6% | +23.8% | +78.7% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling