+62.6%
IOT vs SFM
+175.5%
-112.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.9% |
| 7D | +2.8% | -5.8% | +8.6% | +3.8% |
| 30D | -1.8% | -11.4% | +9.6% | -0.1% |
| 3M | +17.9% | -12.2% | +30.1% | +19.7% |
| 6M | +13.5% | -5.2% | +18.7% | +12.9% |
| YTD | +13.3% | -4.5% | +17.7% | +12.3% |
| 1Y | -3.3% | -45.4% | +42.1% | +5.8% |
| 3Y | +31.3% | +91.1% | -59.7% | +20.4% |
| All | +62.6% | +175.5% | -112.9% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling