+55.4%
IOT vs M
+5.4%
+49.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -2.9% |
| 7D | -4.5% | -4.2% | -0.3% | -3.2% |
| 30D | -2.4% | -7.2% | +4.7% | 0.0% |
| 3M | +19.0% | -11.1% | +30.1% | +23.2% |
| 6M | +19.6% | +28.8% | -9.2% | +6.7% |
| YTD | +8.3% | +2.0% | +6.2% | +3.9% |
| 1Y | -0.8% | +31.3% | -32.1% | -14.5% |
| 3Y | +24.4% | +119.1% | -94.7% | -24.7% |
| All | +55.4% | +5.4% | +49.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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