-3.2%
SW vs IOT
+69.6%
-72.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.8% | -0.1% |
| 7D | +1.8% | +0.8% | +1.0% | +1.7% |
| 30D | +7.0% | +1.6% | +5.4% | +6.8% |
| 3M | -7.6% | +3.3% | -10.9% | -8.2% |
| 6M | +8.5% | +42.0% | -33.4% | +3.7% |
| YTD | +17.7% | +19.1% | -1.5% | +13.6% |
| 1Y | +27.1% | +8.8% | +18.3% | +23.8% |
| 3Y | +48.2% | +79.2% | -31.0% | +35.8% |
| All | -3.2% | +69.6% | -72.8% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling