-49.3%
PINS vs IOT
+55.2%
-104.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.7% | -5.5% | -8.0% |
| 7D | -13.9% | +5.1% | -18.9% | -15.3% |
| 30D | -25.0% | -3.0% | -22.0% | -24.5% |
| 3M | -16.6% | +15.0% | -31.6% | -21.4% |
| 6M | -7.0% | +13.1% | -20.1% | -12.9% |
| YTD | -29.4% | +9.0% | -38.4% | -33.9% |
| 1Y | -49.9% | +0.1% | -50.0% | -52.0% |
| 3Y | -33.6% | +26.4% | -60.1% | -47.0% |
| All | -49.3% | +55.2% | -104.5% | -70.8% |
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