+55.4%
IOT vs MTB
+85.2%
-29.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | -2.4% | -4.8% | +2.4% | -0.2% |
| 3M | +19.0% | +6.0% | +13.0% | +15.5% |
| 6M | +19.6% | +19.6% | 0.0% | +8.5% |
| YTD | +8.3% | +21.5% | -13.2% | -3.3% |
| 1Y | -0.8% | +24.7% | -25.5% | -12.7% |
| 3Y | +24.4% | +108.6% | -84.2% | -17.6% |
| All | +55.4% | +85.2% | -29.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling