+31.0%
MMM vs IOT
+54.4%
-23.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -3.2% | -0.8% | -2.4% | -3.2% |
| 30D | -10.7% | -4.7% | -6.0% | -10.4% |
| 3M | +4.3% | +17.8% | -13.5% | +2.4% |
| 6M | +5.9% | +16.8% | -10.9% | +3.6% |
| YTD | +3.2% | +8.4% | -5.3% | +1.2% |
| 1Y | +8.0% | -0.8% | +8.8% | +6.7% |
| 3Y | +99.1% | +25.7% | +73.3% | +87.9% |
| All | +31.0% | +54.4% | -23.4% | +14.6% |
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