+55.4%
IOT vs SFM
+163.3%
-108.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -4.5% | -10.6% | +6.1% | -2.8% |
| 30D | -2.4% | -15.5% | +13.0% | 0.0% |
| 3M | +19.0% | -17.4% | +36.4% | +22.1% |
| 6M | +19.6% | -3.4% | +23.1% | +18.3% |
| YTD | +8.3% | -8.7% | +16.9% | +8.2% |
| 1Y | -0.8% | -47.2% | +46.4% | +9.1% |
| 3Y | +24.4% | +82.7% | -58.3% | +14.9% |
| All | +55.4% | +163.3% | -108.0% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling