+96.9%
PSX vs IOT
+8.2%
+88.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.7% | -4.6% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | -3.7% | +1.0% | -4.7% | -3.7% |
| 3M | +26.8% | +10.9% | +15.9% | +26.2% |
| 6M | +47.3% | +39.9% | +7.4% | +44.7% |
| YTD | +105.4% | +20.8% | +84.7% | +101.4% |
| 1Y | +96.9% | +10.6% | +86.4% | +95.6% |
| All | +96.9% | +8.2% | +88.8% | +95.6% |
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