-39.3%
PFE vs IOT
+54.4%
-93.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.5% |
| 7D | -4.0% | -0.8% | -3.2% | -4.0% |
| 30D | +3.9% | -4.7% | +8.5% | +4.0% |
| 3M | +9.9% | +17.8% | -7.9% | +9.3% |
| 6M | +5.3% | +16.8% | -11.5% | +4.6% |
| YTD | +16.8% | +8.4% | +8.3% | +16.0% |
| 1Y | +20.4% | -0.8% | +21.2% | +19.8% |
| 3Y | -2.1% | +25.7% | -27.8% | -3.8% |
| All | -39.3% | +54.4% | -93.6% | -40.5% |
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 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