+6.0%
IOT vs MKTX
+5.2%
+0.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -1.6% | +0.9% | -2.5% | -1.7% |
| 3M | +6.1% | +2.4% | +3.7% | +5.8% |
| 6M | +34.9% | +10.6% | +24.4% | +43.2% |
| YTD | +15.9% | -7.3% | +23.2% | +32.5% |
| 1Y | +6.0% | +4.8% | +1.2% | +15.0% |
| All | +6.0% | +5.2% | +0.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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