+56.5%
IOT vs SUI
-29.7%
+86.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.4% | -2.8% |
| 7D | +5.1% | -4.3% | +9.3% | +8.1% |
| 30D | -3.0% | -2.1% | -0.9% | -2.0% |
| 3M | +15.0% | -6.1% | +21.1% | +19.7% |
| 6M | +13.1% | -12.8% | +25.9% | +23.0% |
| YTD | +9.0% | -4.6% | +13.7% | +11.3% |
| 1Y | +0.1% | -7.7% | +7.8% | +4.2% |
| 3Y | +26.4% | +10.9% | +15.5% | +7.1% |
| All | +56.5% | -29.7% | +86.1% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling