+124.3%
PM vs IOT
+30.1%
+94.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | +2.8% | -4.1% | -1.3% |
| 30D | -2.6% | -1.8% | -0.8% | -2.5% |
| 3M | +5.8% | +17.9% | -12.1% | +5.9% |
| 6M | +10.6% | +13.5% | -3.0% | +10.8% |
| YTD | +17.2% | +13.3% | +3.9% | +17.5% |
| 1Y | +17.6% | -3.3% | +21.0% | +18.1% |
| 3Y | +124.3% | +31.3% | +92.9% | +116.7% |
| All | +124.3% | +30.1% | +94.2% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling