+7.4%
PLD vs IOT
+5.8%
+1.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.4% |
| 7D | +0.8% | +0.8% | 0.0% | +0.8% |
| 30D | +0.5% | -0.2% | +0.7% | +0.5% |
| 3M | -5.5% | +4.0% | -9.5% | -5.4% |
| 6M | -8.3% | +39.4% | -47.7% | -7.6% |
| YTD | +4.3% | +16.9% | -12.6% | +5.4% |
| 1Y | +7.4% | +4.1% | +3.4% | +9.2% |
| All | +7.4% | +5.8% | +1.6% | +9.2% |
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