+0.4%
SW vs IOT
+61.4%
-61.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.5% | +0.9% |
| 7D | -5.1% | -2.3% | -2.8% | -4.9% |
| 30D | -4.6% | +3.8% | -8.4% | -5.0% |
| 3M | +9.4% | +14.2% | -4.8% | +7.5% |
| 6M | +3.5% | +40.1% | -36.6% | -1.5% |
| YTD | +22.0% | +13.4% | +8.6% | +18.7% |
| 1Y | +2.2% | +12.2% | -10.0% | -0.8% |
| 3Y | +19.6% | +30.0% | -10.4% | +12.4% |
| All | +0.4% | +61.4% | -61.1% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling