-47.4%
PINS vs IOT
+66.5%
-113.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | 0.0% |
| 7D | -6.9% | +0.8% | -7.8% | -7.1% |
| 30D | -11.4% | -0.2% | -11.2% | -11.4% |
| 3M | -22.2% | +4.0% | -26.2% | -23.7% |
| 6M | -10.9% | +39.4% | -50.3% | -22.1% |
| YTD | -26.8% | +16.9% | -43.7% | -33.2% |
| 1Y | -29.8% | +4.1% | -33.9% | -33.8% |
| 3Y | -39.0% | +72.7% | -111.7% | -56.6% |
| All | -47.4% | +66.5% | -113.9% | -70.5% |
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