-34.4%
PFE vs IOT
+69.6%
-104.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -3.0% | -1.3% | -1.6% | -2.9% |
| 30D | +5.2% | +1.5% | +3.7% | +5.1% |
| 3M | +12.2% | +4.8% | +7.5% | +12.0% |
| 6M | +17.8% | +45.3% | -27.5% | +16.3% |
| YTD | +26.2% | +19.2% | +7.0% | +24.9% |
| 1Y | +23.2% | +6.1% | +17.1% | +22.3% |
| 3Y | +21.3% | +76.0% | -54.7% | +18.2% |
| All | -34.4% | +69.6% | -104.0% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling