+67.9%
MA vs IOT
+54.4%
+13.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -3.5% | -0.8% | -2.7% | -3.4% |
| 30D | +0.7% | -4.7% | +5.4% | +1.1% |
| 3M | +15.8% | +17.8% | -2.0% | +13.1% |
| 6M | +10.2% | +16.8% | -6.6% | +7.2% |
| YTD | -0.5% | +8.4% | -8.9% | -2.8% |
| 1Y | -1.8% | -0.8% | -1.0% | -3.5% |
| 3Y | +38.7% | +25.7% | +13.0% | +27.7% |
| All | +67.9% | +54.4% | +13.5% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling