+455.7%
PWR vs IOT
+54.4%
+401.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -7.7% | -4.7% | -3.1% | -7.3% |
| 3M | -4.9% | +17.8% | -22.7% | -8.2% |
| 6M | +9.7% | +16.8% | -7.1% | +5.0% |
| YTD | +46.7% | +8.4% | +38.3% | +41.0% |
| 1Y | +58.7% | -0.8% | +59.5% | +54.6% |
| 3Y | +200.7% | +25.7% | +175.0% | +171.4% |
| All | +455.7% | +54.4% | +401.4% | +351.1% |
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