-43.4%
PINS vs IOT
+61.4%
-104.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -3.4% |
| 7D | -12.0% | -2.3% | -9.7% | -11.5% |
| 30D | -12.7% | +3.8% | -16.5% | -14.2% |
| 3M | -5.5% | +14.2% | -19.7% | -10.9% |
| 6M | +5.3% | +40.1% | -34.9% | -9.1% |
| YTD | -21.2% | +13.4% | -34.6% | -27.2% |
| 1Y | -45.0% | +12.2% | -57.2% | -49.7% |
| 3Y | -26.2% | +30.0% | -56.2% | -41.6% |
| All | -43.4% | +61.4% | -104.9% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling