+24.4%
IOT vs SFM
+82.1%
-57.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -4.5% | -10.6% | +6.1% | -2.4% |
| 30D | -2.4% | -15.5% | +13.0% | +0.7% |
| 3M | +19.0% | -17.4% | +36.4% | +22.9% |
| 6M | +19.6% | -3.4% | +23.1% | +17.4% |
| YTD | +8.3% | -8.7% | +16.9% | +7.9% |
| 1Y | -0.8% | -47.2% | +46.4% | +15.2% |
| 3Y | +24.4% | +82.7% | -58.3% | -16.0% |
| All | +24.4% | +82.1% | -57.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling