-26.9%
PINS vs IOT
+30.1%
-57.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -5.2% | +2.8% | -8.0% | -6.0% |
| 30D | -14.9% | -1.8% | -13.2% | -14.8% |
| 3M | -8.4% | +17.9% | -26.3% | -13.2% |
| 6M | +0.6% | +13.5% | -12.9% | -4.6% |
| YTD | -22.2% | +13.3% | -35.5% | -26.9% |
| 1Y | -46.9% | -3.3% | -43.6% | -48.4% |
| 3Y | -26.9% | +31.3% | -58.2% | -35.4% |
| All | -26.9% | +30.1% | -57.0% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling