-40.9%
SE vs IOT
+14.9%
-55.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.4% |
| 7D | -6.1% | -2.3% | -3.8% | -5.9% |
| 30D | -2.5% | +3.8% | -6.2% | -3.1% |
| 3M | +21.7% | +14.2% | +7.5% | +18.7% |
| 6M | +27.0% | +40.1% | -13.1% | +20.2% |
| YTD | -12.1% | +13.4% | -25.5% | -14.5% |
| 1Y | -40.9% | +12.2% | -53.1% | -42.4% |
| All | -40.9% | +14.9% | -55.8% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling