+96.5%
MA vs IOT
+69.6%
+26.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -1.8% | -1.3% | -0.4% | -1.6% |
| 30D | +11.0% | +1.5% | +9.5% | +10.7% |
| 3M | +17.9% | +4.8% | +13.1% | +16.8% |
| 6M | +33.2% | +45.3% | -12.2% | +26.3% |
| YTD | +16.5% | +19.2% | -2.7% | +12.2% |
| 1Y | +19.1% | +6.1% | +13.0% | +16.1% |
| 3Y | +70.6% | +76.0% | -5.4% | +50.5% |
| All | +96.5% | +69.6% | +26.9% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling