+55.4%
IOT vs MKTX
-56.5%
+111.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -2.4% | +0.7% | -3.2% | -2.7% |
| 3M | +19.0% | +40.8% | -21.8% | +2.6% |
| 6M | +19.6% | -8.0% | +27.6% | +23.2% |
| YTD | +8.3% | -8.7% | +17.0% | +11.9% |
| 1Y | -0.8% | -11.8% | +11.0% | +3.5% |
| 3Y | +24.4% | -24.0% | +48.4% | +28.3% |
| All | +55.4% | -56.5% | +111.9% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling