+127.0%
MAR vs IOT
+54.4%
+72.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -5.7% | -4.7% | -1.0% | -5.1% |
| 3M | -14.6% | +17.8% | -32.4% | -17.3% |
| 6M | +1.3% | +16.8% | -15.5% | -2.5% |
| YTD | +6.7% | +8.4% | -1.7% | +3.1% |
| 1Y | +26.4% | -0.8% | +27.2% | +23.3% |
| 3Y | +64.7% | +25.7% | +39.0% | +47.7% |
| All | +127.0% | +54.4% | +72.7% | +79.2% |
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