+126.9%
MAR vs IOT
+61.2%
+65.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.7% | +2.8% | -4.5% | -2.2% |
| 30D | -6.9% | -1.8% | -5.1% | -6.8% |
| 3M | -15.8% | +17.9% | -33.7% | -18.4% |
| 6M | +1.9% | +13.5% | -11.6% | -1.4% |
| YTD | +6.6% | +13.3% | -6.6% | +2.3% |
| 1Y | +23.7% | -3.3% | +27.0% | +21.3% |
| 3Y | +64.6% | +31.3% | +33.3% | +46.7% |
| All | +126.9% | +61.2% | +65.6% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling