+57.5%
MELI vs IOT
+54.4%
+3.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.3% | -0.8% | -3.5% | -4.1% |
| 30D | -1.7% | -4.7% | +2.9% | -0.7% |
| 3M | +20.0% | +17.8% | +2.2% | +12.1% |
| 6M | +9.4% | +16.8% | -7.4% | +1.0% |
| YTD | -5.4% | +8.4% | -13.8% | -11.9% |
| 1Y | -18.8% | -0.8% | -18.0% | -23.1% |
| 3Y | +33.5% | +25.7% | +7.7% | +2.4% |
| All | +57.5% | +54.4% | +3.1% | -5.5% |
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