+113.5%
MO vs IOT
+55.2%
+58.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.4% |
| 7D | -2.4% | +5.1% | -7.5% | -2.4% |
| 30D | +3.6% | -3.0% | +6.6% | +3.6% |
| 3M | -3.7% | +15.0% | -18.7% | -3.6% |
| 6M | +4.5% | +13.1% | -8.6% | +4.7% |
| YTD | +21.5% | +9.0% | +12.5% | +21.9% |
| 1Y | +9.5% | +0.1% | +9.4% | +9.8% |
| 3Y | +93.6% | +26.4% | +67.1% | +92.2% |
| All | +113.5% | +55.2% | +58.3% | +102.2% |
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