+334.4%
PSX vs IOT
+54.4%
+280.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | +15.8% | -4.7% | +20.5% | +16.1% |
| 3M | +43.0% | +17.8% | +25.2% | +40.9% |
| 6M | +61.1% | +16.8% | +44.2% | +58.3% |
| YTD | +104.5% | +8.4% | +96.1% | +101.4% |
| 1Y | +102.5% | -0.8% | +103.3% | +100.4% |
| 3Y | +133.5% | +25.7% | +107.7% | +125.2% |
| All | +334.4% | +54.4% | +280.0% | +282.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling