-73.1%
SMR vs IOT
+14.9%
-87.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -1.1% |
| 7D | +4.4% | -2.3% | +6.7% | +4.7% |
| 30D | +3.4% | +3.8% | -0.4% | +2.7% |
| 3M | -19.2% | +14.2% | -33.3% | -22.1% |
| 6M | -22.6% | +40.1% | -62.8% | -30.8% |
| YTD | -31.5% | +13.4% | -44.9% | -35.9% |
| 1Y | -73.1% | +12.2% | -85.2% | -73.7% |
| All | -73.1% | +14.9% | -87.9% | -73.7% |
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