+55.4%
IOT vs SBAC
-44.2%
+99.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | -4.5% | -2.1% | -2.4% | -3.8% |
| 30D | -2.4% | +2.0% | -4.4% | -3.1% |
| 3M | +19.0% | -8.3% | +27.3% | +22.3% |
| 6M | +19.6% | +0.3% | +19.3% | +17.2% |
| YTD | +8.3% | -2.2% | +10.5% | +6.8% |
| 1Y | -0.8% | -4.6% | +3.8% | -1.3% |
| 3Y | +24.4% | -8.3% | +32.7% | +20.8% |
| All | +55.4% | -44.2% | +99.5% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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