+10.6%
IOT vs MKC
-18.2%
+28.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.3% | +4.2% |
| 7D | -0.5% | +9.6% | -10.1% | -0.3% |
| 30D | +1.0% | +12.0% | -11.0% | +1.3% |
| 3M | +10.9% | -2.0% | +12.9% | +10.7% |
| 6M | +39.9% | +7.2% | +32.7% | +41.8% |
| YTD | +20.8% | -23.7% | +44.5% | +15.3% |
| 1Y | +10.6% | -18.3% | +28.9% | +7.7% |
| All | +10.6% | -18.2% | +28.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling