+84.6%
SAP vs IOT
+66.1%
+18.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | +6.5% | +1.4% | +5.2% | +6.1% |
| 3M | +12.2% | +0.5% | +11.7% | +11.8% |
| 6M | +46.1% | +50.3% | -4.2% | +35.4% |
| YTD | -1.6% | +16.7% | -18.3% | -5.7% |
| 1Y | -5.1% | +6.8% | -11.9% | -8.0% |
| 3Y | +68.4% | +75.5% | -7.1% | +47.4% |
| All | +84.6% | +66.1% | +18.5% | +45.8% |
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