+153.3%
MS vs IOT
+61.2%
+92.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | +2.8% | -0.3% | +2.0% |
| 30D | 0.0% | -1.8% | +1.7% | +0.1% |
| 3M | +2.4% | +17.9% | -15.4% | -0.8% |
| 6M | +36.4% | +13.5% | +22.8% | +31.8% |
| YTD | +23.8% | +13.3% | +10.6% | +18.9% |
| 1Y | +48.6% | -3.3% | +51.9% | +45.7% |
| 3Y | +179.1% | +31.3% | +147.8% | +152.6% |
| All | +153.3% | +61.2% | +92.0% | +107.8% |
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