+12.2%
IOT vs SIRI
+28.3%
-16.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.4% | +4.2% |
| 7D | -2.3% | +1.6% | -3.9% | -2.6% |
| 30D | +3.8% | -4.7% | +8.5% | +5.1% |
| 3M | +14.2% | +5.3% | +8.9% | +14.0% |
| 6M | +40.1% | +30.5% | +9.6% | +33.6% |
| YTD | +13.4% | +49.6% | -36.2% | +2.7% |
| 1Y | +12.2% | +28.5% | -16.3% | +12.7% |
| All | +12.2% | +28.3% | -16.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling