+84.0%
SAP vs IOT
+69.6%
+14.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.2% |
| 7D | -2.5% | -1.3% | -1.1% | -2.3% |
| 30D | +7.5% | +1.5% | +6.0% | +7.0% |
| 3M | +11.6% | +4.8% | +6.9% | +10.3% |
| 6M | +37.6% | +45.3% | -7.7% | +28.3% |
| YTD | -2.0% | +19.2% | -21.1% | -6.4% |
| 1Y | -6.4% | +6.1% | -12.4% | -9.2% |
| 3Y | +67.7% | +76.0% | -8.3% | +46.6% |
| All | +84.0% | +69.6% | +14.3% | +44.8% |
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