-7.6%
PLD vs IOT
+66.5%
-74.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +0.5% | -0.2% | +0.7% | +0.4% |
| 3M | -5.5% | +4.0% | -9.5% | -6.3% |
| 6M | -8.3% | +39.4% | -47.7% | -13.0% |
| YTD | +4.3% | +16.9% | -12.6% | +0.3% |
| 1Y | +7.4% | +4.1% | +3.4% | +4.7% |
| 3Y | +37.1% | +72.7% | -35.7% | +20.2% |
| All | -7.6% | +66.5% | -74.1% | -26.9% |
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 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