+99.6%
PSX vs IOT
+14.9%
+84.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | +0.1% |
| 7D | +4.5% | -2.3% | +6.9% | +4.6% |
| 30D | +26.6% | +3.8% | +22.8% | +26.4% |
| 3M | +39.3% | +14.2% | +25.1% | +38.2% |
| 6M | +56.8% | +40.1% | +16.7% | +54.4% |
| YTD | +101.8% | +13.4% | +88.4% | +99.0% |
| 1Y | +99.6% | +12.2% | +87.4% | +99.2% |
| All | +99.6% | +14.9% | +84.8% | +99.2% |
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