+24.4%
IOT vs SNY
-9.6%
+34.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.5% | -3.3% | -1.2% | -4.2% |
| 30D | -2.4% | -2.2% | -0.3% | -2.3% |
| 3M | +19.0% | -3.0% | +22.0% | +19.2% |
| 6M | +19.6% | +2.7% | +16.9% | +19.3% |
| YTD | +8.3% | -6.8% | +15.1% | +8.9% |
| 1Y | -0.8% | -5.3% | +4.5% | -0.2% |
| 3Y | +24.4% | -9.8% | +34.2% | +23.0% |
| All | +24.4% | -9.6% | +34.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling