+13.1%
IOT vs MTB
+17.8%
-4.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | +5.1% | +1.1% | +4.0% | +5.1% |
| 30D | -3.0% | -4.6% | +1.6% | -3.4% |
| 3M | +15.0% | +6.3% | +8.7% | +18.7% |
| 6M | +13.1% | +15.6% | -2.5% | +14.5% |
| All | +13.1% | +17.8% | -4.6% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling