+55.6%
IOT vs SITM
+125.4%
-69.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.1% |
| 7D | -0.8% | +4.8% | -5.6% | -2.1% |
| 30D | -4.7% | -9.7% | +5.1% | -2.7% |
| 3M | +17.8% | -9.3% | +27.1% | +15.7% |
| 6M | +16.8% | +69.5% | -52.7% | -10.4% |
| YTD | +8.4% | +70.5% | -62.1% | -19.7% |
| 1Y | -0.8% | +145.3% | -146.1% | -37.3% |
| 3Y | +25.7% | +432.8% | -407.0% | -50.9% |
| All | +55.6% | +125.4% | -69.7% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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