+26.2%
MAR vs IOT
+14.9%
+11.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | -4.2% | -2.3% | -1.8% | -4.1% |
| 30D | -6.7% | +3.8% | -10.5% | -6.7% |
| 3M | -12.5% | +14.2% | -26.7% | -12.7% |
| 6M | +0.6% | +40.1% | -39.5% | +0.1% |
| YTD | +9.1% | +13.4% | -4.3% | +9.4% |
| 1Y | +26.2% | +12.2% | +14.0% | +26.0% |
| All | +26.2% | +14.9% | +11.4% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling