+4.4%
PEP vs IOT
+5.2%
-0.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.9% | +0.9% | +2.0% | +2.9% |
| 30D | +12.5% | +1.4% | +11.1% | +12.5% |
| 3M | +4.5% | +0.5% | +4.0% | +4.6% |
| 6M | -0.5% | +50.3% | -50.8% | +1.8% |
| YTD | +4.4% | +16.7% | -12.2% | +5.9% |
| 1Y | +4.4% | +6.8% | -2.5% | +5.9% |
| All | +4.4% | +5.2% | -0.8% | +5.9% |
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