+11.1%
SMR vs IOT
+130.5%
-119.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.1% | +15.4% | +15.3% |
| 7D | +21.4% | +2.8% | +18.6% | +20.2% |
| 30D | +13.8% | -1.8% | +15.6% | +14.2% |
| 3M | +3.9% | +17.9% | -14.0% | -2.9% |
| 6M | -4.2% | +13.5% | -17.7% | -10.5% |
| YTD | -21.1% | +13.3% | -34.4% | -27.3% |
| 1Y | -67.1% | -3.3% | -63.7% | -68.1% |
| 3Y | +88.9% | +31.3% | +57.5% | +67.4% |
| All | +11.1% | +130.5% | -119.3% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling