-2.0%
PEP vs IOT
+69.6%
-71.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.1% |
| 30D | +13.6% | +1.5% | +12.1% | +13.6% |
| 3M | +5.1% | +4.8% | +0.3% | +5.1% |
| 6M | -1.6% | +45.3% | -46.9% | -1.5% |
| YTD | +3.3% | +19.2% | -15.8% | +3.5% |
| 1Y | +3.2% | +6.1% | -2.8% | +3.4% |
| 3Y | -3.9% | +76.0% | -79.9% | -5.1% |
| All | -2.0% | +69.6% | -71.6% | -5.3% |
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 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