+10.6%
IOT vs SN
+156.5%
-145.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +3.0% |
| 7D | -0.5% | +10.6% | -11.1% | -3.2% |
| 30D | +1.0% | +20.0% | -19.0% | -3.9% |
| 3M | +10.9% | +30.4% | -19.5% | +3.7% |
| 6M | +39.9% | +91.0% | -51.1% | +22.8% |
| YTD | +20.8% | +95.9% | -75.2% | +4.6% |
| 1Y | +10.6% | +158.9% | -148.3% | -14.2% |
| All | +10.6% | +156.5% | -145.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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