+25.3%
IOT vs SUI
+10.9%
+14.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.4% | -3.1% |
| 7D | +5.1% | -4.3% | +9.3% | +7.0% |
| 30D | -3.0% | -2.1% | -0.9% | -2.4% |
| 3M | +15.0% | -6.1% | +21.1% | +18.1% |
| 6M | +13.1% | -12.8% | +25.9% | +19.7% |
| YTD | +9.0% | -4.6% | +13.7% | +10.7% |
| 1Y | +0.1% | -7.7% | +7.8% | +3.1% |
| All | +25.3% | +10.9% | +14.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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