+62.8%
IOT vs SUI
-27.6%
+90.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.1% | +4.0% |
| 7D | -2.3% | -2.8% | +0.5% | -0.5% |
| 30D | +3.8% | -1.2% | +5.0% | +4.3% |
| 3M | +14.2% | -1.7% | +15.9% | +15.3% |
| 6M | +40.1% | -10.5% | +50.6% | +49.8% |
| YTD | +13.4% | -1.8% | +15.2% | +13.6% |
| 1Y | +12.2% | -4.1% | +16.2% | +13.8% |
| 3Y | +30.0% | +11.3% | +18.7% | +10.6% |
| All | +62.8% | -27.6% | +90.4% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling