-85.6%
SMR vs IOT
+8.2%
-93.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -5.0% |
| 7D | -9.5% | -0.5% | -9.1% | -9.5% |
| 30D | -33.2% | +1.0% | -34.2% | -33.4% |
| 3M | -45.9% | +10.9% | -56.8% | -47.0% |
| 6M | -57.9% | +39.9% | -97.8% | -61.5% |
| YTD | -63.8% | +20.8% | -84.6% | -66.7% |
| 1Y | -85.6% | +10.6% | -96.2% | -86.8% |
| All | -85.6% | +8.2% | -93.8% | -86.8% |
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 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