-3.5%
SW vs IOT
+64.6%
-68.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +2.3% | -2.6% | +4.9% | +2.6% |
| 30D | +6.8% | +1.2% | +5.6% | +6.6% |
| 3M | -5.2% | +7.2% | -12.4% | -6.2% |
| 6M | +7.4% | +41.7% | -34.3% | +2.7% |
| YTD | +17.4% | +15.6% | +1.8% | +13.7% |
| 1Y | +27.1% | +7.6% | +19.5% | +23.9% |
| 3Y | +47.9% | +69.8% | -21.9% | +36.1% |
| All | -3.5% | +64.6% | -68.0% | -13.2% |
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 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