+62.6%
IOT vs SPG
+78.7%
-16.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -1.1% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -1.8% | -4.9% | +3.2% | +2.2% |
| 3M | +17.9% | +3.3% | +14.6% | +14.6% |
| 6M | +13.5% | +11.2% | +2.3% | +2.2% |
| YTD | +13.3% | +17.1% | -3.8% | -3.7% |
| 1Y | -3.3% | +21.6% | -24.9% | -21.1% |
| 3Y | +31.3% | +111.9% | -80.5% | -38.8% |
| All | +62.6% | +78.7% | -16.1% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling