+3.7%
SO vs IOT
+8.2%
-4.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.5% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | +11.1% | +1.0% | +10.1% | +11.2% |
| 3M | +0.7% | +10.9% | -10.2% | +1.3% |
| 6M | -1.4% | +39.9% | -41.3% | +0.5% |
| YTD | +9.4% | +20.8% | -11.3% | +10.6% |
| 1Y | +3.7% | +10.6% | -6.8% | +3.5% |
| All | +3.7% | +8.2% | -4.4% | +3.5% |
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