-44.1%
PINS vs IOT
+61.2%
-105.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -5.2% | +2.8% | -8.0% | -6.3% |
| 30D | -14.9% | -1.8% | -13.2% | -14.8% |
| 3M | -8.4% | +17.9% | -26.3% | -14.5% |
| 6M | +0.6% | +13.5% | -12.9% | -5.9% |
| YTD | -22.2% | +13.3% | -35.5% | -28.1% |
| 1Y | -46.9% | -3.3% | -43.6% | -48.6% |
| 3Y | -26.9% | +31.3% | -58.2% | -42.4% |
| All | -44.1% | +61.2% | -105.4% | -68.3% |
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