+24.4%
IOT vs MDY
+48.5%
-24.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.2% |
| 7D | -4.5% | -1.9% | -2.7% | -2.2% |
| 30D | -2.4% | -4.6% | +2.2% | +3.6% |
| 3M | +19.0% | -1.2% | +20.2% | +20.4% |
| 6M | +19.6% | +9.2% | +10.4% | +4.2% |
| YTD | +8.3% | +13.1% | -4.8% | -11.2% |
| 1Y | -0.8% | +13.0% | -13.8% | -18.0% |
| 3Y | +24.4% | +49.2% | -24.8% | -41.7% |
| All | +24.4% | +48.5% | -24.1% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling