-95.5%
SNDQ vs IOT
+24.8%
-120.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.5% | +8.5% | +8.6% |
| 7D | -20.4% | -0.8% | -19.6% | -21.1% |
| 30D | -54.5% | -4.7% | -49.8% | -53.7% |
| 3M | -79.1% | +17.8% | -96.8% | -81.5% |
| All | -95.5% | +24.8% | -120.3% | -96.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling