+463.2%
PWR vs IOT
+55.2%
+407.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.4% |
| 7D | +2.7% | +5.1% | -2.4% | +2.0% |
| 30D | -5.1% | -3.0% | -2.1% | -4.9% |
| 3M | -9.4% | +15.0% | -24.3% | -12.1% |
| 6M | +10.4% | +13.1% | -2.7% | +6.3% |
| YTD | +48.6% | +9.0% | +39.6% | +42.8% |
| 1Y | +68.0% | +0.1% | +67.9% | +63.4% |
| 3Y | +204.7% | +26.4% | +178.3% | +174.8% |
| All | +463.2% | +55.2% | +407.9% | +356.7% |
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