+55.4%
IOT vs SM
+45.8%
+9.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.5% | +4.6% | -9.1% | -5.5% |
| 30D | -2.4% | +18.2% | -20.7% | -6.5% |
| 3M | +19.0% | +22.5% | -3.5% | +11.8% |
| 6M | +19.6% | +50.6% | -30.9% | +5.2% |
| YTD | +8.3% | +108.1% | -99.8% | -13.2% |
| 1Y | -0.8% | +46.0% | -46.8% | -13.0% |
| 3Y | +24.4% | +2.9% | +21.5% | +13.6% |
| All | +55.4% | +45.8% | +9.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling