+19.0%
MSCI vs IOT
+8.2%
+10.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +4.6% |
| 7D | +11.5% | -0.5% | +11.9% | +11.5% |
| 30D | +22.1% | +1.0% | +21.1% | +21.7% |
| 3M | +18.4% | +10.9% | +7.5% | +15.7% |
| 6M | +16.6% | +39.9% | -23.3% | +9.3% |
| YTD | +18.8% | +20.8% | -1.9% | +10.8% |
| 1Y | +19.0% | +10.6% | +8.4% | +9.7% |
| All | +19.0% | +8.2% | +10.8% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling