+83.9%
SAP vs IOT
+65.9%
+18.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -3.9% | +0.6% | -4.4% | -4.0% |
| 30D | +6.5% | +0.1% | +6.4% | +6.4% |
| 3M | +14.7% | +5.0% | +9.6% | +13.2% |
| 6M | +39.9% | +47.0% | -7.1% | +30.2% |
| YTD | -2.0% | +16.6% | -18.5% | -6.0% |
| 1Y | -6.0% | +4.8% | -10.8% | -8.6% |
| 3Y | +67.7% | +72.2% | -4.5% | +47.2% |
| All | +83.9% | +65.9% | +18.0% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling