-49.9%
PINS vs IOT
-3.4%
-46.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.7% | -5.5% | -8.1% |
| 7D | -13.9% | +5.1% | -18.9% | -15.1% |
| 30D | -25.0% | -3.0% | -22.0% | -24.5% |
| 3M | -16.6% | +15.0% | -31.6% | -21.3% |
| 6M | -7.0% | +13.1% | -20.1% | -13.2% |
| YTD | -29.4% | +9.0% | -38.4% | -33.8% |
| 1Y | -49.9% | +0.1% | -50.0% | -52.6% |
| All | -49.9% | -3.4% | -46.5% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling