+124.7%
MS vs IOT
+66.1%
+58.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.1% | +0.9% | +4.1% | +4.9% |
| 30D | +5.7% | +1.4% | +4.3% | +5.4% |
| 3M | -12.2% | +0.5% | -12.7% | -12.6% |
| 6M | -0.5% | +50.3% | -50.8% | -7.9% |
| YTD | +9.8% | +16.7% | -6.8% | +4.6% |
| 1Y | +17.7% | +6.8% | +10.9% | +13.6% |
| 3Y | +176.8% | +75.5% | +101.4% | +140.0% |
| All | +124.7% | +66.1% | +58.5% | +82.9% |
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