-7.3%
PLD vs IOT
+69.6%
-76.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.2% | +2.5% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +0.8% | +1.6% | -0.8% | +0.5% |
| 3M | -6.1% | +3.3% | -9.4% | -6.8% |
| 6M | -8.0% | +42.0% | -50.0% | -12.9% |
| YTD | +4.7% | +19.1% | -14.5% | +0.4% |
| 1Y | +7.2% | +8.8% | -1.6% | +3.9% |
| 3Y | +39.2% | +79.2% | -40.0% | +21.5% |
| All | -7.3% | +69.6% | -76.9% | -26.8% |
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