+55.4%
IOT vs SPG
+74.6%
-19.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -4.5% | -1.2% | -3.4% | -3.6% |
| 30D | -2.4% | -6.1% | +3.7% | +2.6% |
| 3M | +19.0% | -3.6% | +22.6% | +22.6% |
| 6M | +19.6% | +10.4% | +9.2% | +8.3% |
| YTD | +8.3% | +14.4% | -6.1% | -6.2% |
| 1Y | -0.8% | +16.5% | -17.3% | -16.0% |
| 3Y | +24.4% | +106.8% | -82.4% | -40.9% |
| All | +55.4% | +74.6% | -19.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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