-3.3%
PLD vs IOT
+61.4%
-64.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.5% | -1.2% |
| 7D | -2.4% | -2.3% | -0.1% | -2.2% |
| 30D | -2.4% | +3.8% | -6.2% | -3.0% |
| 3M | -3.8% | +14.2% | -18.0% | -5.8% |
| 6M | 0.0% | +40.1% | -40.1% | -5.7% |
| YTD | +9.2% | +13.4% | -4.2% | +5.7% |
| 1Y | +25.9% | +12.2% | +13.7% | +21.1% |
| 3Y | +21.3% | +30.0% | -8.7% | +10.3% |
| All | -3.3% | +61.4% | -64.7% | -22.9% |
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