+214.8%
PH vs IOT
+54.4%
+160.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -11.8% | -4.7% | -7.1% | -11.3% |
| 3M | +6.9% | +17.8% | -10.8% | +3.8% |
| 6M | -1.3% | +16.8% | -18.1% | -5.0% |
| YTD | +7.0% | +8.4% | -1.5% | +3.3% |
| 1Y | +23.1% | -0.8% | +23.9% | +20.3% |
| 3Y | +135.4% | +25.7% | +109.6% | +115.1% |
| All | +214.8% | +54.4% | +160.4% | +159.5% |
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