-5.5%
SW vs IOT
+65.9%
-71.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.7% |
| 7D | -3.0% | +0.6% | -3.5% | -3.1% |
| 30D | +4.2% | +0.1% | +4.1% | +4.1% |
| 3M | -11.5% | +5.0% | -16.6% | -12.2% |
| 6M | +8.6% | +47.0% | -38.4% | +3.4% |
| YTD | +15.0% | +16.6% | -1.6% | +11.2% |
| 1Y | +25.7% | +4.8% | +20.9% | +22.9% |
| 3Y | +44.8% | +72.2% | -27.4% | +33.1% |
| All | -5.5% | +65.9% | -71.4% | -15.1% |
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