+66.2%
SAP vs IOT
+61.2%
+5.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.3% | +2.8% | -3.0% | -0.8% |
| 30D | +2.6% | -1.8% | +4.4% | +2.8% |
| 3M | +16.3% | +17.9% | -1.6% | +12.6% |
| 6M | +6.4% | +13.5% | -7.2% | +3.4% |
| YTD | -11.4% | +13.3% | -24.7% | -14.4% |
| 1Y | -20.4% | -3.3% | -17.1% | -21.5% |
| 3Y | +56.5% | +31.3% | +25.2% | +42.8% |
| All | +66.2% | +61.2% | +5.0% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling