+219.9%
PH vs IOT
+55.2%
+164.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.2% |
| 7D | 0.0% | +5.1% | -5.0% | -0.7% |
| 30D | -10.3% | -3.0% | -7.3% | -10.0% |
| 3M | +5.1% | +15.0% | -9.9% | +2.3% |
| 6M | +2.3% | +13.1% | -10.9% | -1.0% |
| YTD | +8.7% | +9.0% | -0.3% | +4.9% |
| 1Y | +26.8% | +0.1% | +26.6% | +23.7% |
| 3Y | +139.2% | +26.4% | +112.8% | +118.4% |
| All | +219.9% | +55.2% | +164.7% | +163.5% |
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 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