+89.5%
META vs IOT
+69.6%
+19.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.1% | +4.4% |
| 7D | +5.7% | +0.8% | +4.9% | +5.5% |
| 30D | -10.8% | +1.6% | -12.4% | -11.2% |
| 3M | +8.4% | +3.3% | +5.1% | +6.9% |
| 6M | +5.4% | +42.0% | -36.6% | -4.7% |
| YTD | -2.6% | +19.1% | -21.7% | -9.7% |
| 1Y | +3.5% | +8.8% | -5.2% | -2.2% |
| 3Y | +102.0% | +79.2% | +22.8% | +58.3% |
| All | +89.5% | +69.6% | +19.9% | +34.9% |
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 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