+62.6%
IOT vs SM
+44.5%
+18.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -1.0% |
| 7D | +2.8% | -0.2% | +2.9% | +2.7% |
| 30D | -1.8% | +31.5% | -33.3% | -8.4% |
| 3M | +17.9% | +17.3% | +0.5% | +11.8% |
| 6M | +13.5% | +48.5% | -35.0% | +0.2% |
| YTD | +13.3% | +106.3% | -93.0% | -9.0% |
| 1Y | -3.3% | +47.3% | -50.6% | -15.4% |
| 3Y | +31.3% | -1.4% | +32.8% | +21.3% |
| All | +62.6% | +44.5% | +18.0% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling