+249.3%
SU vs IOT
+54.1%
+195.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +2.2% | -4.5% | +6.8% | +2.5% |
| 30D | +8.4% | -2.4% | +10.9% | +8.5% |
| 3M | +12.1% | +19.0% | -6.9% | +10.6% |
| 6M | +19.7% | +19.6% | 0.0% | +17.7% |
| YTD | +58.4% | +8.3% | +50.1% | +56.3% |
| 1Y | +67.2% | -0.8% | +68.0% | +65.7% |
| 3Y | +125.0% | +24.4% | +100.6% | +115.2% |
| All | +249.3% | +54.1% | +195.2% | +217.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling