+160.4%
MS vs IOT
+62.4%
+98.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | -2.6% | +1.0% | -1.2% |
| 30D | -3.8% | +1.2% | -4.9% | -4.0% |
| 3M | -14.6% | +7.2% | -21.8% | -15.8% |
| 6M | -5.1% | +41.7% | -46.8% | -11.4% |
| YTD | +4.5% | +15.6% | -11.1% | -0.2% |
| 1Y | +13.5% | +7.6% | +6.0% | +9.6% |
| 3Y | +160.4% | +69.8% | +90.6% | +131.0% |
| All | +160.4% | +62.4% | +98.0% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling