+335.5%
PSX vs IOT
+61.2%
+274.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.8% | +2.8% | 0.0% | +2.6% |
| 30D | +27.8% | -1.8% | +29.5% | +27.8% |
| 3M | +42.0% | +17.9% | +24.2% | +40.0% |
| 6M | +58.1% | +13.5% | +44.6% | +55.7% |
| YTD | +105.0% | +13.3% | +91.8% | +101.3% |
| 1Y | +104.9% | -3.3% | +108.2% | +103.1% |
| 3Y | +134.1% | +31.3% | +102.7% | +125.1% |
| All | +335.5% | +61.2% | +274.2% | +282.2% |
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 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