+15.0%
IOT vs MUZ
-58.8%
+73.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.1% | -2.9% |
| 7D | +5.1% | -16.3% | +21.3% | +7.4% |
| 30D | -3.0% | -36.4% | +33.3% | +2.7% |
| 3M | +15.0% | -62.9% | +77.8% | +24.7% |
| All | +15.0% | -58.8% | +73.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 3mo: compounded portfolio wealth divided by compounded MUZ 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…
3mo analysis · Full analysis span regression · Available span rolling