+45.4%
SMR vs IOT
+23.8%
+21.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.5% | -15.6% |
| 7D | -11.2% | -4.5% | -6.7% | -9.4% |
| 30D | -10.2% | -2.4% | -7.8% | -9.7% |
| 3M | -10.0% | +19.0% | -29.0% | -19.8% |
| 6M | -30.5% | +19.6% | -50.1% | -39.4% |
| YTD | -39.2% | +8.3% | -47.5% | -45.8% |
| 1Y | -75.5% | -0.8% | -74.7% | -77.1% |
| 3Y | +45.4% | +24.4% | +21.0% | +10.2% |
| All | +45.4% | +23.8% | +21.6% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling