-6.9%
PEP vs IOT
+55.2%
-62.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.5% | -1.3% |
| 7D | -1.7% | +5.1% | -6.7% | -1.7% |
| 30D | +0.3% | -3.0% | +3.3% | +0.3% |
| 3M | -3.2% | +15.0% | -18.2% | -3.2% |
| 6M | -13.6% | +13.1% | -26.7% | -13.5% |
| YTD | -1.9% | +9.0% | -10.9% | -1.7% |
| 1Y | -0.6% | +0.1% | -0.7% | -0.5% |
| 3Y | -13.6% | +26.4% | -40.0% | -14.3% |
| All | -6.9% | +55.2% | -62.2% | -10.0% |
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