+49.7%
MMM vs IOT
+65.9%
-16.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +14.4% | +0.1% | +14.3% | +14.4% |
| 3M | +1.8% | +5.0% | -3.3% | +1.1% |
| 6M | +31.3% | +47.0% | -15.8% | +25.9% |
| YTD | +18.0% | +16.6% | +1.4% | +14.9% |
| 1Y | +10.9% | +4.8% | +6.1% | +9.0% |
| 3Y | +160.6% | +72.2% | +88.4% | +139.3% |
| All | +49.7% | +65.9% | -16.2% | +30.0% |
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