-52.5%
SE vs IOT
+54.4%
-106.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | -18.1% | -4.7% | -13.4% | -17.1% |
| 3M | +30.6% | +17.8% | +12.9% | +20.2% |
| 6M | +20.8% | +16.8% | +3.9% | +9.0% |
| YTD | -15.6% | +8.4% | -24.0% | -23.2% |
| 1Y | -44.2% | -0.8% | -43.4% | -47.9% |
| 3Y | +181.5% | +25.7% | +155.8% | +100.3% |
| All | -52.5% | +54.4% | -106.8% | -76.9% |
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