+130.9%
MAR vs IOT
+54.1%
+76.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.5% | -4.5% | +4.0% | +0.1% |
| 30D | -5.4% | -2.4% | -3.0% | -5.2% |
| 3M | -15.5% | +19.0% | -34.5% | -18.2% |
| 6M | +3.0% | +19.6% | -16.7% | -1.3% |
| YTD | +8.5% | +8.3% | +0.3% | +4.9% |
| 1Y | +26.0% | -0.8% | +26.8% | +22.8% |
| 3Y | +68.6% | +24.4% | +44.2% | +51.5% |
| All | +130.9% | +54.1% | +76.8% | +82.3% |
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