-67.1%
SE vs IOT
+65.9%
-133.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.6% |
| 7D | -1.5% | +0.6% | -2.0% | -1.7% |
| 30D | -22.3% | +0.1% | -22.4% | -22.8% |
| 3M | -41.8% | +5.0% | -46.9% | -43.9% |
| 6M | -22.4% | +47.0% | -69.4% | -36.1% |
| YTD | -41.6% | +16.6% | -58.1% | -48.9% |
| 1Y | -48.0% | +4.8% | -52.8% | -52.7% |
| 3Y | +63.9% | +72.2% | -8.3% | -1.4% |
| All | -67.1% | +65.9% | -133.0% | -84.6% |
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