+48.0%
IOT vs SN
+671.3%
-623.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.8% |
| 7D | +0.9% | +1.5% | -0.6% | +0.5% |
| 30D | +1.4% | +21.5% | -20.1% | -4.5% |
| 3M | +0.5% | +20.0% | -19.5% | -5.1% |
| 6M | +50.3% | +119.9% | -69.6% | +18.3% |
| YTD | +16.7% | +102.3% | -85.6% | -6.9% |
| 1Y | +6.8% | +148.0% | -141.2% | -20.2% |
| 3Y | +75.5% | +450.0% | -374.5% | +6.2% |
| All | +48.0% | +671.3% | -623.3% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling