+442.4%
PBR vs IOT
+54.1%
+388.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +5.4% | -4.5% | +9.9% | +5.5% |
| 30D | +22.9% | -2.4% | +25.3% | +22.9% |
| 3M | +19.6% | +19.0% | +0.7% | +18.5% |
| 6M | +16.5% | +19.6% | -3.2% | +15.1% |
| YTD | +86.7% | +8.3% | +78.4% | +84.8% |
| 1Y | +74.7% | -0.8% | +75.5% | +73.3% |
| 3Y | +102.6% | +24.4% | +78.2% | +96.1% |
| All | +442.4% | +54.1% | +388.2% | +412.5% |
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