+125.0%
SU vs IOT
+23.8%
+101.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +2.2% | -4.5% | +6.8% | +2.3% |
| 30D | +8.4% | -2.4% | +10.9% | +8.5% |
| 3M | +12.1% | +19.0% | -6.9% | +11.3% |
| 6M | +19.7% | +19.6% | 0.0% | +18.6% |
| YTD | +58.4% | +8.3% | +50.1% | +57.5% |
| 1Y | +67.2% | -0.8% | +68.0% | +66.7% |
| 3Y | +125.0% | +24.4% | +100.6% | +131.2% |
| All | +125.0% | +23.8% | +101.2% | +131.2% |
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